+1,269.2%
SMH vs EMR
+888.5%
+380.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +5.2% | +3.1% | +2.2% | +3.2% |
| 30D | -1.5% | -3.5% | +2.0% | +0.6% |
| 3M | -4.1% | +9.8% | -13.9% | -9.8% |
| 6M | +50.8% | +10.8% | +40.0% | +41.0% |
| YTD | +59.3% | +15.9% | +43.4% | +43.4% |
| 1Y | +94.1% | +16.4% | +77.7% | +73.7% |
| 3Y | +286.7% | +62.1% | +224.6% | +178.2% |
| 5Y | +339.4% | +62.9% | +276.5% | +214.3% |
| 10Y | +1,803.3% | +267.8% | +1,535.5% | +654.7% |
| All | +1,269.2% | +888.5% | +380.7% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling