+1,061.7%
SMH vs EXEL
+203.3%
+858.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.8% |
| 6M | -15.0% | +34.5% | -49.5% | -19.6% |
| YTD | +35.2% | +57.4% | -22.3% | +24.1% |
| 1Y | +41.6% | +62.9% | -21.3% | +29.2% |
| 3Y | +215.6% | +229.5% | -13.9% | +148.0% |
| 5Y | +233.2% | +281.2% | -48.0% | +152.7% |
| 10Y | +1,458.7% | +320.7% | +1,137.9% | +978.1% |
| All | +1,061.7% | +203.3% | +858.4% | +322.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling