+338.0%
SMH vs EMR
+60.6%
+277.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +1.0% |
| 7D | +4.3% | +0.9% | +3.4% | +3.6% |
| 30D | +0.9% | -5.0% | +5.8% | +4.5% |
| 3M | -2.8% | +5.9% | -8.7% | -7.1% |
| 6M | +45.6% | +7.3% | +38.3% | +37.5% |
| YTD | +59.5% | +14.6% | +44.9% | +41.2% |
| 1Y | +93.4% | +15.6% | +77.8% | +69.3% |
| 3Y | +287.1% | +60.2% | +226.9% | +158.9% |
| 5Y | +338.0% | +65.8% | +272.2% | +177.4% |
| All | +338.0% | +60.6% | +277.4% | +177.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling