+327.2%
SMH vs EOG
+169.9%
+157.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +0.3% | +1.5% | -1.2% | 0.0% |
| 30D | -2.8% | +2.9% | -5.7% | -3.4% |
| 3M | -6.7% | +8.7% | -15.4% | -8.6% |
| 6M | +41.8% | +12.9% | +28.9% | +36.7% |
| YTD | +57.9% | +43.8% | +14.0% | +42.9% |
| 1Y | +87.6% | +27.1% | +60.6% | +75.1% |
| 3Y | +282.9% | +25.9% | +257.0% | +253.9% |
| All | +327.2% | +169.9% | +157.3% | +256.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling