+1,523.4%
SMH vs EXPD
+337.7%
+1,185.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +2.0% | +3.1% |
| 7D | +0.5% | -1.6% | +2.1% | +1.7% |
| 30D | -14.2% | +0.6% | -14.8% | -14.3% |
| 3M | -11.5% | +9.8% | -21.3% | -16.3% |
| 6M | -12.0% | +25.8% | -37.8% | -23.6% |
| YTD | +40.8% | +31.3% | +9.5% | +16.6% |
| 1Y | +44.9% | +40.9% | +3.9% | +14.5% |
| 3Y | +226.7% | +74.7% | +152.0% | +116.0% |
| 5Y | +250.6% | +62.9% | +187.7% | +138.7% |
| 10Y | +1,523.4% | +334.3% | +1,189.0% | +534.4% |
| All | +1,523.4% | +337.7% | +1,185.7% | +534.4% |
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