+1,475.7%
SMH vs EMR
+279.2%
+1,196.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +4.9% | +2.8% | +2.1% | +3.1% |
| 30D | -13.8% | +3.7% | -17.5% | -15.5% |
| 3M | -17.4% | +2.0% | -19.4% | -18.2% |
| 6M | -15.0% | +22.1% | -37.1% | -24.8% |
| YTD | +35.2% | +27.2% | +7.9% | +15.0% |
| 1Y | +41.6% | +32.0% | +9.6% | +17.7% |
| 3Y | +215.6% | +103.3% | +112.4% | +99.4% |
| 5Y | +233.2% | +88.2% | +145.0% | +119.4% |
| All | +1,475.7% | +279.2% | +1,196.5% | +624.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling