+334.8%
SMH vs EXE
+98.8%
+235.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +4.3% | -2.7% | +7.0% | +4.9% |
| 30D | +0.9% | -0.4% | +1.2% | +0.9% |
| 3M | -2.8% | +9.5% | -12.3% | -5.1% |
| 6M | +45.6% | -9.3% | +55.0% | +48.2% |
| YTD | +59.5% | -10.9% | +70.4% | +62.2% |
| 1Y | +93.4% | +4.3% | +89.1% | +87.9% |
| 3Y | +287.1% | +18.8% | +268.3% | +261.7% |
| All | +334.8% | +98.8% | +235.9% | +275.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling