+36.3%
SMH vs EXPD
+39.7%
-3.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +4.3% |
| 7D | -4.1% | -5.5% | +1.4% | -2.6% |
| 30D | -19.2% | -1.9% | -17.3% | -18.6% |
| 3M | -16.4% | +6.1% | -22.4% | -17.1% |
| 6M | -14.0% | +21.6% | -35.6% | -16.9% |
| YTD | +35.3% | +27.9% | +7.5% | +26.2% |
| All | +36.3% | +39.7% | -3.4% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling