+216.7%
SMH vs EXPD
+55.6%
+161.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +4.8% |
| 7D | -11.2% | -7.2% | -4.0% | -7.6% |
| 30D | -25.8% | -3.3% | -22.5% | -24.4% |
| 3M | -18.8% | +3.4% | -22.2% | -20.2% |
| 6M | -15.6% | +22.7% | -38.3% | -24.4% |
| YTD | +28.8% | +24.5% | +4.3% | +12.3% |
| 1Y | +32.6% | +38.6% | -6.1% | +8.2% |
| 3Y | +213.6% | +71.5% | +142.1% | +114.0% |
| All | +216.7% | +55.6% | +161.2% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling