+569.3%
SMH vs EOSE
-60.6%
+629.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +0.3% | +1.8% | -1.5% | 0.0% |
| 30D | -2.8% | -6.8% | +4.1% | -2.5% |
| 3M | -6.7% | -36.3% | +29.6% | -3.5% |
| 6M | +41.8% | -38.8% | +80.5% | +45.6% |
| YTD | +57.9% | -65.5% | +123.4% | +67.8% |
| 1Y | +87.6% | -45.3% | +132.9% | +89.2% |
| 3Y | +282.9% | +44.2% | +238.8% | +228.3% |
| 5Y | +330.4% | -69.5% | +399.9% | +261.1% |
| All | +569.3% | -60.6% | +629.9% | +495.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling