+338.0%
SMH vs EW
-29.9%
+367.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +4.3% | -5.1% | +9.4% | +6.2% |
| 30D | +0.9% | -6.4% | +7.2% | +3.1% |
| 3M | -2.8% | -1.6% | -1.3% | -2.9% |
| 6M | +45.6% | +2.3% | +43.3% | +43.2% |
| YTD | +59.5% | +1.1% | +58.4% | +57.3% |
| 1Y | +93.4% | +8.0% | +85.4% | +85.6% |
| 3Y | +287.1% | +16.3% | +270.7% | +238.5% |
| 5Y | +338.0% | -29.4% | +367.5% | +383.7% |
| All | +338.0% | -29.9% | +367.9% | +383.7% |
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