+1,817.6%
SMH vs EXEL
+375.2%
+1,442.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.9% |
| 7D | +0.3% | -4.9% | +5.2% | +1.2% |
| 30D | -2.8% | +11.4% | -14.2% | -4.9% |
| 3M | -6.7% | +4.9% | -11.6% | -7.9% |
| 6M | +41.8% | +34.4% | +7.3% | +33.2% |
| YTD | +57.9% | +28.0% | +29.8% | +49.5% |
| 1Y | +87.6% | +43.6% | +44.0% | +73.1% |
| 3Y | +282.9% | +155.2% | +127.7% | +205.9% |
| 5Y | +330.4% | +181.2% | +149.2% | +231.7% |
| All | +1,817.6% | +375.2% | +1,442.4% | +1,297.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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