+3,498.6%
SMH vs EXPE
+851.4%
+2,647.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.1% |
| 7D | +2.5% | -9.5% | +12.0% | +5.4% |
| 30D | -0.5% | -6.6% | +6.2% | +1.1% |
| 3M | -9.6% | +31.4% | -41.0% | -17.8% |
| 6M | +42.1% | +35.2% | +6.9% | +26.7% |
| YTD | +57.4% | +5.8% | +51.6% | +49.6% |
| 1Y | +96.2% | +38.7% | +57.6% | +70.0% |
| 3Y | +267.9% | +175.8% | +92.1% | +150.1% |
| 5Y | +327.7% | +111.8% | +215.8% | +203.5% |
| 10Y | +1,764.6% | +179.7% | +1,584.9% | +1,008.6% |
| All | +3,498.6% | +851.4% | +2,647.2% | +926.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling