+2,698.4%
SMH vs ESI
+200.4%
+2,498.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.2% |
| 7D | +12.1% | +8.3% | +3.7% | +8.6% |
| 30D | -14.7% | -10.4% | -4.3% | -10.6% |
| 3M | -14.2% | -13.2% | -1.0% | -9.1% |
| 6M | -10.6% | -23.9% | +13.3% | -0.1% |
| YTD | +39.3% | +34.2% | +5.1% | +25.3% |
| 1Y | +41.6% | +22.2% | +19.3% | +31.6% |
| 3Y | +223.4% | +79.2% | +144.1% | +162.4% |
| 5Y | +243.5% | +38.1% | +205.3% | +201.9% |
| 10Y | +1,506.6% | +323.6% | +1,183.1% | +929.5% |
| All | +2,698.4% | +200.4% | +2,498.1% | +1,826.0% |
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