+86.8%
SMH vs EXC
+4.5%
+82.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.8% |
| 7D | +1.4% | -1.6% | +3.0% | +0.6% |
| 30D | -2.2% | -2.4% | +0.2% | -3.2% |
| 3M | -1.9% | -4.0% | +2.1% | -3.6% |
| 6M | +41.0% | -9.8% | +50.8% | +37.2% |
| YTD | +55.6% | +2.3% | +53.3% | +55.8% |
| 1Y | +86.8% | +3.8% | +83.0% | +94.2% |
| All | +86.8% | +4.5% | +82.3% | +94.2% |
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