+1,269.2%
SMH vs EOG
+2,772.8%
-1,503.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +5.2% | -2.0% | +7.2% | +5.8% |
| 30D | -1.5% | +7.9% | -9.4% | -3.7% |
| 3M | -4.1% | +4.5% | -8.6% | -6.0% |
| 6M | +50.8% | +12.3% | +38.5% | +43.9% |
| YTD | +59.3% | +41.9% | +17.4% | +42.0% |
| 1Y | +94.1% | +27.8% | +66.2% | +77.8% |
| 3Y | +286.7% | +21.8% | +264.9% | +254.8% |
| 5Y | +339.4% | +174.0% | +165.4% | +210.2% |
| 10Y | +1,803.3% | +110.4% | +1,692.9% | +1,191.0% |
| All | +1,269.2% | +2,772.8% | -1,503.6% | +379.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling