+215.6%
SMH vs ESI
+79.1%
+136.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.5% |
| 7D | +4.9% | +5.5% | -0.6% | +1.3% |
| 30D | -13.8% | -7.8% | -6.1% | -8.9% |
| 3M | -17.4% | -15.0% | -2.4% | -8.2% |
| 6M | -15.0% | -24.9% | +9.9% | +2.0% |
| YTD | +35.2% | +33.2% | +1.9% | +11.0% |
| 1Y | +41.6% | +24.9% | +16.7% | +21.0% |
| 3Y | +215.6% | +77.8% | +137.9% | +116.2% |
| All | +215.6% | +79.1% | +136.6% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling