+86.8%
SMH vs ESI
+34.0%
+52.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | +0.3% |
| 7D | +1.4% | -2.3% | +3.7% | +2.8% |
| 30D | -2.2% | -9.0% | +6.8% | +3.6% |
| 3M | -1.9% | -13.3% | +11.4% | +7.5% |
| 6M | +41.0% | +5.3% | +35.7% | +40.2% |
| YTD | +55.6% | +37.6% | +18.0% | +32.8% |
| 1Y | +86.8% | +33.6% | +53.2% | +62.4% |
| All | +86.8% | +34.0% | +52.8% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling