+1,054.2%
SMH vs ES
+678.7%
+375.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -6.7% | +0.9% | -7.6% | -7.2% |
| 30D | -19.8% | +5.9% | -25.8% | -21.8% |
| 3M | -15.1% | -1.0% | -14.0% | -15.2% |
| 6M | -14.6% | +7.2% | -21.8% | -17.8% |
| YTD | +34.3% | +7.0% | +27.3% | +28.8% |
| 1Y | +35.2% | +0.5% | +34.8% | +32.0% |
| 3Y | +211.7% | +48.7% | +163.0% | +151.6% |
| 5Y | +240.5% | +1.9% | +238.5% | +216.3% |
| 10Y | +1,487.3% | +89.2% | +1,398.2% | +959.1% |
| All | +1,054.2% | +678.7% | +375.5% | +252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling