+43.4%
SMH vs ETR
+18.4%
+25.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.5% | -3.1% |
| 7D | -11.2% | +3.7% | -14.9% | -11.7% |
| 30D | -20.4% | +11.0% | -31.4% | -22.0% |
| 3M | -12.4% | +3.4% | -15.8% | -12.9% |
| 6M | -0.5% | -3.3% | +2.8% | +0.4% |
| YTD | +40.0% | +23.3% | +16.8% | +24.9% |
| 1Y | +43.4% | +19.2% | +24.2% | +30.7% |
| All | +43.4% | +18.4% | +25.0% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling