+96.2%
SMH vs EWY
+165.3%
-69.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | 0.0% |
| 7D | +2.5% | +4.8% | -2.3% | -0.2% |
| 30D | -0.5% | +11.7% | -12.1% | -6.8% |
| 3M | -9.6% | -7.4% | -2.2% | -7.1% |
| 6M | +42.1% | +40.6% | +1.5% | +15.3% |
| YTD | +57.4% | +94.3% | -36.8% | -1.9% |
| 1Y | +96.2% | +164.3% | -68.1% | -1.4% |
| All | +96.2% | +165.3% | -69.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 1y: compounded portfolio wealth divided by compounded EWY 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…
1y analysis · Full analysis span regression · 6 months rolling