+1,287.3%
SMH vs EWT
+591.5%
+695.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +4.3% | +2.1% | +2.2% | +2.7% |
| 30D | +0.9% | +9.4% | -8.5% | -5.7% |
| 3M | -2.8% | +10.9% | -13.7% | -9.4% |
| 6M | +45.6% | +57.9% | -12.3% | +4.8% |
| YTD | +59.5% | +75.9% | -16.4% | +6.2% |
| 1Y | +93.4% | +89.7% | +3.7% | +22.3% |
| 3Y | +287.1% | +200.9% | +86.2% | +79.8% |
| 5Y | +338.0% | +154.5% | +183.5% | +135.0% |
| 10Y | +1,876.8% | +520.8% | +1,356.0% | +510.3% |
| All | +1,287.3% | +591.5% | +695.8% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling