+43.4%
SMH vs EXE
-18.4%
+61.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -3.1% |
| 7D | -11.2% | -4.7% | -6.5% | -11.7% |
| 30D | -20.4% | +1.0% | -21.5% | -20.3% |
| 3M | -12.4% | -5.6% | -6.8% | -13.0% |
| 6M | -0.5% | -12.3% | +11.8% | -1.7% |
| YTD | +40.0% | -19.5% | +59.5% | +39.2% |
| 1Y | +43.4% | -18.9% | +62.3% | +41.3% |
| All | +43.4% | -18.4% | +61.8% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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