+382.3%
SMH vs EXE
+182.2%
+200.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | +0.3% | -3.1% | +3.4% | +0.9% |
| 30D | -2.8% | -0.9% | -1.9% | -2.7% |
| 3M | -6.7% | +9.6% | -16.3% | -8.8% |
| 6M | +41.8% | -11.6% | +53.4% | +44.9% |
| YTD | +57.9% | -12.6% | +70.4% | +61.1% |
| 1Y | +87.6% | +1.2% | +86.5% | +83.9% |
| 3Y | +282.9% | +18.0% | +264.9% | +260.0% |
| 5Y | +330.4% | +101.1% | +229.3% | +276.0% |
| All | +382.3% | +182.2% | +200.1% | +289.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling