+324.2%
SMH vs EXEL
+192.6%
+131.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | +1.4% | -2.9% | +4.3% | +1.9% |
| 30D | -2.2% | +11.9% | -14.1% | -4.3% |
| 3M | -1.9% | +9.2% | -11.1% | -3.7% |
| 6M | +41.0% | +39.1% | +1.9% | +32.0% |
| YTD | +55.6% | +31.0% | +24.5% | +47.0% |
| 1Y | +86.8% | +52.3% | +34.5% | +71.1% |
| 3Y | +277.7% | +159.7% | +117.9% | +198.1% |
| 5Y | +324.2% | +187.7% | +136.4% | +198.4% |
| All | +324.2% | +192.6% | +131.6% | +198.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling