+1,524.2%
SMH vs EXPD
+336.9%
+1,187.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.4% |
| 7D | +12.1% | +3.6% | +8.5% | +9.7% |
| 30D | -14.7% | +0.3% | -15.0% | -14.7% |
| 3M | -14.2% | +6.1% | -20.3% | -17.1% |
| 6M | -10.6% | +27.4% | -38.0% | -22.9% |
| YTD | +39.3% | +32.0% | +7.3% | +15.0% |
| 1Y | +41.6% | +40.5% | +1.0% | +12.1% |
| 3Y | +223.4% | +75.7% | +147.7% | +112.9% |
| 5Y | +243.5% | +61.7% | +181.8% | +135.0% |
| All | +1,524.2% | +336.9% | +1,187.2% | +527.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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