+233.7%
SMH vs EXEL
+281.2%
-47.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.8% |
| 7D | +4.9% | -0.8% | +5.7% | +5.1% |
| 30D | -13.8% | +13.1% | -26.9% | -15.6% |
| 3M | -17.4% | +36.3% | -53.7% | -22.0% |
| 6M | -15.0% | +34.5% | -49.5% | -19.8% |
| YTD | +35.2% | +57.4% | -22.3% | +23.3% |
| 1Y | +41.6% | +62.9% | -21.3% | +28.2% |
| 3Y | +215.6% | +229.5% | -13.9% | +133.9% |
| All | +233.7% | +281.2% | -47.5% | +123.2% |
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