+327.2%
SMH vs EWZ
+59.6%
+267.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.9% |
| 7D | +0.3% | +0.9% | -0.6% | -0.1% |
| 30D | -2.8% | +12.8% | -15.6% | -7.8% |
| 3M | -6.7% | +10.8% | -17.5% | -10.8% |
| 6M | +41.8% | +2.5% | +39.3% | +40.0% |
| YTD | +57.9% | +21.4% | +36.5% | +46.0% |
| 1Y | +87.6% | +32.8% | +54.8% | +67.2% |
| 3Y | +282.9% | +45.2% | +237.7% | +226.0% |
| All | +327.2% | +59.6% | +267.6% | +262.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling