+1,803.3%
SMH vs EXPD
+308.0%
+1,495.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +2.1% |
| 7D | +5.2% | -0.9% | +6.2% | +5.8% |
| 30D | -1.5% | +4.1% | -5.6% | -3.8% |
| 3M | -4.1% | +13.8% | -17.9% | -11.5% |
| 6M | +50.8% | +27.3% | +23.5% | +29.2% |
| YTD | +59.3% | +25.4% | +33.9% | +35.6% |
| 1Y | +94.1% | +54.4% | +39.7% | +42.8% |
| 3Y | +286.7% | +67.9% | +218.8% | +161.6% |
| 5Y | +339.4% | +59.2% | +280.3% | +201.8% |
| 10Y | +1,803.3% | +308.6% | +1,494.7% | +658.3% |
| All | +1,803.3% | +308.0% | +1,495.3% | +658.3% |
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