+1,789.8%
SMH vs ESI
+310.7%
+1,479.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -0.1% |
| 7D | +1.4% | -2.3% | +3.7% | +2.6% |
| 30D | -2.2% | -9.0% | +6.8% | +2.7% |
| 3M | -1.9% | -13.3% | +11.4% | +5.8% |
| 6M | +41.0% | +5.3% | +35.7% | +37.2% |
| YTD | +55.6% | +37.6% | +18.0% | +31.2% |
| 1Y | +86.8% | +33.6% | +53.2% | +59.3% |
| 3Y | +277.7% | +75.8% | +201.9% | +178.8% |
| 5Y | +324.2% | +68.6% | +255.6% | +218.6% |
| All | +1,789.8% | +310.7% | +1,479.1% | +899.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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