+328.5%
SMH vs ES
-5.6%
+334.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | -0.5% | -2.0% | +1.5% | -0.4% |
| 3M | -9.6% | +1.7% | -11.3% | -9.9% |
| 6M | +42.1% | -3.5% | +45.6% | +42.2% |
| YTD | +57.4% | +7.9% | +49.5% | +55.9% |
| 1Y | +96.2% | +17.2% | +79.1% | +92.0% |
| 3Y | +267.9% | +29.3% | +238.6% | +250.9% |
| All | +328.5% | -5.6% | +334.2% | +338.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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