+334.8%
SMH vs ETR
+126.1%
+208.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +0.9% | +2.0% | -1.2% | +0.5% |
| 3M | -2.8% | -1.7% | -1.1% | -2.6% |
| 6M | +45.6% | +3.6% | +42.0% | +44.1% |
| YTD | +59.5% | +18.0% | +41.4% | +53.7% |
| 1Y | +93.4% | +26.2% | +67.2% | +84.2% |
| 3Y | +287.1% | +148.0% | +139.1% | +224.7% |
| All | +334.8% | +126.1% | +208.7% | +275.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling