+3,062.5%
SMH vs ESI
+224.6%
+2,837.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +1.5% |
| 7D | +2.5% | +3.3% | -0.8% | +1.2% |
| 30D | -0.5% | -5.9% | +5.4% | +1.9% |
| 3M | -9.6% | -14.1% | +4.4% | -3.8% |
| 6M | +42.1% | +6.6% | +35.5% | +39.0% |
| YTD | +57.4% | +45.0% | +12.4% | +36.9% |
| 1Y | +96.2% | +41.5% | +54.8% | +71.9% |
| 3Y | +267.9% | +78.8% | +189.2% | +196.4% |
| 5Y | +327.7% | +70.9% | +256.8% | +249.7% |
| 10Y | +1,764.6% | +317.1% | +1,447.6% | +1,069.3% |
| All | +3,062.5% | +224.6% | +2,837.9% | +2,005.4% |
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 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