+286.8%
SMH vs ESI
+81.4%
+205.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.9% |
| 7D | +4.3% | +3.9% | +0.4% | +1.8% |
| 30D | +0.9% | -3.8% | +4.6% | +3.3% |
| 3M | -2.8% | -13.1% | +10.3% | +6.2% |
| 6M | +45.6% | +11.3% | +34.3% | +35.8% |
| YTD | +59.5% | +44.1% | +15.4% | +24.6% |
| 1Y | +93.4% | +40.3% | +53.1% | +52.8% |
| All | +286.8% | +81.4% | +205.5% | +155.8% |
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