+1,253.2%
SMH vs EXC
+639.7%
+613.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.0% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | -0.5% | -3.7% | +3.3% | +0.7% |
| 3M | -9.6% | -1.3% | -8.4% | -9.8% |
| 6M | +42.1% | -9.7% | +51.8% | +45.6% |
| YTD | +57.4% | +2.9% | +54.6% | +54.0% |
| 1Y | +96.2% | +4.4% | +91.8% | +90.5% |
| 3Y | +267.9% | +22.2% | +245.7% | +228.3% |
| 5Y | +327.7% | +46.7% | +281.0% | +253.2% |
| 10Y | +1,764.6% | +155.3% | +1,609.3% | +1,135.6% |
| All | +1,253.2% | +639.7% | +613.5% | +626.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling