+41.6%
SMH vs EXC
+3.6%
+38.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.3% | -2.2% |
| 7D | +4.9% | +1.4% | +3.5% | +5.8% |
| 30D | -13.8% | +8.6% | -22.4% | -9.7% |
| 3M | -17.4% | +2.4% | -19.8% | -15.9% |
| 6M | -15.0% | +6.5% | -21.4% | -12.2% |
| YTD | +35.2% | +9.0% | +26.1% | +39.8% |
| 1Y | +41.6% | +4.6% | +37.0% | +45.6% |
| All | +41.6% | +3.6% | +38.0% | +45.6% |
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