+386.7%
SMH vs EXE
+192.2%
+194.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +5.2% | -1.8% | +7.0% | +5.6% |
| 30D | -1.5% | +6.4% | -7.9% | -2.9% |
| 3M | -4.1% | +9.2% | -13.3% | -6.1% |
| 6M | +50.8% | -7.0% | +57.7% | +52.4% |
| YTD | +59.3% | -9.5% | +68.8% | +61.4% |
| 1Y | +94.1% | +6.2% | +87.9% | +88.2% |
| 3Y | +286.7% | +20.7% | +266.0% | +262.0% |
| 5Y | +339.4% | +103.6% | +235.8% | +282.1% |
| All | +386.7% | +192.2% | +194.5% | +290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling