+96.2%
SMH vs EXPE
+40.7%
+55.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.6% |
| 7D | +2.5% | -9.5% | +12.0% | +2.5% |
| 30D | -0.5% | -6.6% | +6.2% | -0.5% |
| 3M | -9.6% | +31.4% | -41.0% | -11.4% |
| 6M | +42.1% | +35.2% | +6.9% | +37.7% |
| YTD | +57.4% | +5.8% | +51.6% | +57.4% |
| 1Y | +96.2% | +38.7% | +57.6% | +94.5% |
| All | +96.2% | +40.7% | +55.6% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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