+277.4%
SMH vs EOG
+22.6%
+254.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | +1.4% | +1.0% | +0.4% | +1.3% |
| 30D | -2.2% | +2.8% | -5.0% | -2.6% |
| 3M | -1.9% | +5.9% | -7.8% | -2.7% |
| 6M | +41.0% | +17.1% | +24.0% | +34.9% |
| YTD | +55.6% | +43.9% | +11.7% | +39.3% |
| 1Y | +86.8% | +26.9% | +59.9% | +74.2% |
| All | +277.4% | +22.6% | +254.8% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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