+1,876.8%
SMH vs EXC
+152.4%
+1,724.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | +0.9% | -0.9% | +1.7% | +1.1% |
| 3M | -2.8% | -2.7% | -0.2% | -2.5% |
| 6M | +45.6% | -9.4% | +55.0% | +49.1% |
| YTD | +59.5% | +3.0% | +56.4% | +55.7% |
| 1Y | +93.4% | +5.1% | +88.3% | +86.8% |
| 3Y | +287.1% | +20.6% | +266.5% | +243.0% |
| 5Y | +338.0% | +45.7% | +292.3% | +247.6% |
| 10Y | +1,876.8% | +160.8% | +1,716.0% | +1,129.7% |
| All | +1,876.8% | +152.4% | +1,724.5% | +1,129.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling