+339.4%
SMH vs EXC
+48.6%
+290.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | +5.2% | +1.2% | +4.0% | +5.2% |
| 30D | -1.5% | -2.7% | +1.2% | -1.5% |
| 3M | -4.1% | -1.0% | -3.1% | -4.2% |
| 6M | +50.8% | -9.3% | +60.0% | +51.3% |
| YTD | +59.3% | +3.6% | +55.7% | +58.1% |
| 1Y | +94.1% | +5.9% | +88.2% | +92.0% |
| 3Y | +286.7% | +21.3% | +265.4% | +272.0% |
| 5Y | +339.4% | +46.2% | +293.3% | +286.8% |
| All | +339.4% | +48.6% | +290.8% | +286.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling