+338.0%
SMH vs EXPE
+89.3%
+248.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +4.3% | -11.5% | +15.8% | +7.9% |
| 30D | +0.9% | -13.1% | +13.9% | +4.4% |
| 3M | -2.8% | +18.1% | -21.0% | -9.5% |
| 6M | +45.6% | +13.3% | +32.4% | +36.3% |
| YTD | +59.5% | -3.2% | +62.7% | +55.2% |
| 1Y | +93.4% | +26.1% | +67.3% | +69.1% |
| 3Y | +287.1% | +151.7% | +135.4% | +149.2% |
| 5Y | +338.0% | +88.3% | +249.7% | +206.6% |
| All | +338.0% | +89.3% | +248.8% | +206.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling