+96.2%
SMH vs EWZ
+36.3%
+59.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.0% |
| 7D | +2.5% | +6.5% | -4.0% | -1.6% |
| 30D | -0.5% | +4.8% | -5.3% | -3.5% |
| 3M | -9.6% | +9.9% | -19.5% | -14.8% |
| 6M | +42.1% | +1.9% | +40.1% | +39.4% |
| YTD | +57.4% | +20.3% | +37.1% | +43.8% |
| 1Y | +96.2% | +35.6% | +60.6% | +64.3% |
| All | +96.2% | +36.3% | +59.9% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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