+1,269.2%
SMH vs ETR
+1,908.8%
-639.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.8% |
| 7D | +5.2% | +1.4% | +3.8% | +4.8% |
| 30D | -1.5% | +1.9% | -3.4% | -2.1% |
| 3M | -4.1% | +1.0% | -5.1% | -4.5% |
| 6M | +50.8% | +4.8% | +45.9% | +47.7% |
| YTD | +59.3% | +19.5% | +39.8% | +49.5% |
| 1Y | +94.1% | +28.1% | +66.0% | +78.1% |
| 3Y | +286.7% | +151.1% | +135.6% | +178.9% |
| 5Y | +339.4% | +125.2% | +214.3% | +225.0% |
| 10Y | +1,803.3% | +291.1% | +1,512.1% | +1,047.8% |
| All | +1,269.2% | +1,908.8% | -639.6% | +632.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling