+250.6%
SMH vs EW
-11.1%
+261.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.2% |
| 7D | +0.5% | +6.5% | -5.9% | -1.6% |
| 30D | -14.2% | +22.5% | -36.7% | -20.1% |
| 3M | -11.5% | +13.0% | -24.5% | -15.4% |
| 6M | -12.0% | +37.1% | -49.1% | -22.1% |
| YTD | +40.8% | +24.1% | +16.7% | +29.0% |
| 1Y | +44.9% | +24.2% | +20.6% | +32.6% |
| 3Y | +226.7% | +64.8% | +161.9% | +147.8% |
| 5Y | +250.6% | -7.4% | +258.0% | +250.2% |
| All | +250.6% | -11.1% | +261.7% | +250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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