+1,253.2%
SMH vs EXPD
+2,209.2%
-955.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.2% |
| 7D | +2.5% | -1.1% | +3.6% | +3.1% |
| 30D | -0.5% | +4.1% | -4.5% | -2.5% |
| 3M | -9.6% | +17.9% | -27.5% | -17.2% |
| 6M | +42.1% | +29.2% | +12.8% | +23.4% |
| YTD | +57.4% | +27.4% | +30.1% | +36.3% |
| 1Y | +96.2% | +56.8% | +39.4% | +50.9% |
| 3Y | +267.9% | +68.0% | +199.9% | +168.8% |
| 5Y | +327.7% | +61.9% | +265.8% | +216.5% |
| 10Y | +1,764.6% | +316.0% | +1,448.6% | +753.1% |
| All | +1,253.2% | +2,209.2% | -955.9% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling