+2,614.9%
SMH vs ESI
+198.2%
+2,416.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | +4.9% | +5.5% | -0.6% | +2.7% |
| 30D | -13.8% | -7.8% | -6.1% | -10.7% |
| 3M | -17.4% | -15.0% | -2.4% | -11.7% |
| 6M | -15.0% | -24.9% | +9.9% | -4.4% |
| YTD | +35.2% | +33.2% | +1.9% | +21.9% |
| 1Y | +41.6% | +24.9% | +16.7% | +30.6% |
| 3Y | +215.6% | +77.8% | +137.9% | +156.9% |
| 5Y | +233.2% | +37.1% | +196.1% | +193.7% |
| 10Y | +1,458.7% | +320.5% | +1,138.2% | +901.7% |
| All | +2,614.9% | +198.2% | +2,416.7% | +1,774.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling