+96.2%
SMH vs EXC
+3.5%
+92.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.1% |
| 7D | +2.5% | +0.3% | +2.2% | +2.7% |
| 30D | -0.5% | -3.7% | +3.3% | -2.2% |
| 3M | -9.6% | -1.3% | -8.4% | -10.2% |
| 6M | +42.1% | -9.7% | +51.8% | +38.5% |
| YTD | +57.4% | +2.9% | +54.6% | +58.1% |
| 1Y | +96.2% | +4.4% | +91.8% | +100.7% |
| All | +96.2% | +3.5% | +92.7% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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