+1,469.9%
SMH vs EXPD
+334.2%
+1,135.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +3.5% |
| 7D | -4.1% | -5.5% | +1.4% | -0.7% |
| 30D | -19.2% | -1.9% | -17.3% | -18.2% |
| 3M | -16.4% | +6.1% | -22.4% | -19.3% |
| 6M | -14.0% | +21.6% | -35.6% | -23.8% |
| YTD | +35.3% | +27.9% | +7.5% | +13.9% |
| 1Y | +40.4% | +39.4% | +1.1% | +11.7% |
| 3Y | +226.8% | +72.7% | +154.2% | +117.4% |
| 5Y | +232.3% | +60.3% | +172.0% | +128.3% |
| 10Y | +1,469.9% | +332.6% | +1,137.4% | +559.2% |
| All | +1,469.9% | +334.2% | +1,135.8% | +559.2% |
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