+225.3%
SMH vs EMR
+103.3%
+122.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +12.1% | +2.7% | +9.4% | +10.0% |
| 30D | -14.7% | +2.1% | -16.8% | -15.6% |
| 3M | -14.2% | +2.3% | -16.5% | -15.3% |
| 6M | -10.6% | +22.5% | -33.1% | -22.3% |
| YTD | +39.3% | +27.2% | +12.1% | +15.2% |
| 1Y | +41.6% | +28.0% | +13.5% | +16.4% |
| All | +225.3% | +103.3% | +122.0% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling