+324.2%
SMH vs EWT
+144.9%
+179.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | +0.6% |
| 7D | +1.4% | -1.1% | +2.5% | +2.7% |
| 30D | -2.2% | +4.8% | -7.0% | -7.6% |
| 3M | -1.9% | +11.1% | -13.0% | -13.4% |
| 6M | +41.0% | +54.6% | -13.6% | -17.7% |
| YTD | +55.6% | +71.4% | -15.9% | -20.5% |
| 1Y | +86.8% | +82.1% | +4.7% | -11.5% |
| 3Y | +277.7% | +193.2% | +84.4% | -4.8% |
| 5Y | +324.2% | +146.1% | +178.1% | +41.8% |
| All | +324.2% | +144.9% | +179.3% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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