+1,817.6%
SMH vs EXPE
+169.0%
+1,648.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +1.1% |
| 7D | +0.3% | -5.8% | +6.0% | +1.9% |
| 30D | -2.8% | -13.6% | +10.8% | +1.0% |
| 3M | -6.7% | +25.2% | -31.9% | -14.5% |
| 6M | +41.8% | +22.3% | +19.4% | +29.9% |
| YTD | +57.9% | -0.3% | +58.2% | +52.2% |
| 1Y | +87.6% | +27.8% | +59.8% | +64.7% |
| 3Y | +282.9% | +162.4% | +120.5% | +154.1% |
| 5Y | +330.4% | +95.8% | +234.6% | +201.0% |
| All | +1,817.6% | +169.0% | +1,648.6% | +966.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling