+321.0%
SMH vs EQT
+197.4%
+123.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | +1.4% | -1.2% | +2.6% | +1.6% |
| 30D | -2.2% | +1.1% | -3.3% | -2.5% |
| 3M | -1.9% | +4.8% | -6.7% | -3.2% |
| 6M | +41.0% | -10.6% | +51.6% | +43.8% |
| YTD | +55.6% | +3.4% | +52.1% | +52.9% |
| 1Y | +86.8% | +8.7% | +78.2% | +80.9% |
| 3Y | +277.7% | +35.0% | +242.7% | +243.8% |
| All | +321.0% | +197.4% | +123.7% | +239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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