+1,270.6%
SMH vs EWY
+1,154.7%
+115.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | +4.3% | +6.7% | -2.3% | +0.3% |
| 30D | +0.9% | +17.0% | -16.1% | -8.6% |
| 3M | -2.8% | +3.7% | -6.5% | -6.2% |
| 6M | +45.6% | +42.5% | +3.1% | +13.3% |
| YTD | +59.5% | +96.2% | -36.8% | +1.0% |
| 1Y | +93.4% | +160.4% | -66.9% | +3.0% |
| 3Y | +287.1% | +231.7% | +55.4% | +78.8% |
| 5Y | +338.0% | +153.3% | +184.8% | +139.8% |
| 10Y | +1,876.8% | +308.8% | +1,568.0% | +726.3% |
| All | +1,270.6% | +1,154.7% | +115.8% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling