+1,234.2%
SMH vs EWZ
+439.1%
+795.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | +0.9% | +8.2% | -7.3% | -2.5% |
| 3M | -2.8% | +13.3% | -16.1% | -7.8% |
| 6M | +45.6% | +3.6% | +42.0% | +43.4% |
| YTD | +59.5% | +21.0% | +38.5% | +47.4% |
| 1Y | +93.4% | +34.7% | +58.8% | +70.8% |
| 3Y | +287.1% | +48.3% | +238.8% | +225.5% |
| 5Y | +338.0% | +60.1% | +278.0% | +246.2% |
| 10Y | +1,876.8% | +92.6% | +1,784.3% | +1,216.4% |
| All | +1,234.2% | +439.1% | +795.2% | +316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling