+1,253.2%
SMH vs EXEL
+159.4%
+1,093.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +2.5% | +8.4% | -5.9% | +1.1% |
| 30D | -0.5% | +4.1% | -4.5% | -1.3% |
| 3M | -9.6% | +12.4% | -22.1% | -11.7% |
| 6M | +42.1% | +41.5% | +0.5% | +33.1% |
| YTD | +57.4% | +34.6% | +22.8% | +48.7% |
| 1Y | +96.2% | +57.9% | +38.4% | +79.5% |
| 3Y | +267.9% | +159.5% | +108.4% | +200.9% |
| 5Y | +327.7% | +198.5% | +129.2% | +237.6% |
| 10Y | +1,764.6% | +411.4% | +1,353.3% | +1,134.8% |
| All | +1,253.2% | +159.4% | +1,093.8% | +406.1% |
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