+327.2%
SMH vs EWY
+149.2%
+178.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.8% | -0.9% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | -2.8% | +7.3% | -10.1% | -8.0% |
| 3M | -6.7% | -5.1% | -1.6% | -4.8% |
| 6M | +41.8% | +42.1% | -0.3% | +0.9% |
| YTD | +57.9% | +94.1% | -36.2% | -17.5% |
| 1Y | +87.6% | +147.8% | -60.2% | -22.3% |
| 3Y | +282.9% | +222.9% | +60.0% | +21.4% |
| All | +327.2% | +149.2% | +178.0% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling