+43.4%
SMH vs EXC
+1.0%
+42.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -1.9% |
| 7D | -11.2% | +3.3% | -14.5% | -9.6% |
| 30D | -20.4% | +13.3% | -33.7% | -15.3% |
| 3M | -12.4% | +1.8% | -14.2% | -11.2% |
| 6M | -0.5% | +1.1% | -1.6% | +1.3% |
| YTD | +40.0% | +9.0% | +31.0% | +44.0% |
| 1Y | +43.4% | +3.4% | +40.0% | +49.0% |
| All | +43.4% | +1.0% | +42.3% | +49.0% |
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