+2,989.2%
SMH vs EXPE
+723.5%
+2,265.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | +4.9% | -0.5% | +5.4% | +5.1% |
| 30D | -13.8% | -6.1% | -7.7% | -12.9% |
| 3M | -17.4% | -21.3% | +3.9% | -12.9% |
| 6M | -15.0% | +19.0% | -34.0% | -21.5% |
| YTD | +35.2% | -8.4% | +43.6% | +32.2% |
| 1Y | +41.6% | -2.8% | +44.4% | +35.8% |
| 3Y | +215.6% | +120.8% | +94.9% | +127.6% |
| 5Y | +233.2% | +46.2% | +187.0% | +161.5% |
| 10Y | +1,458.7% | +123.8% | +1,334.8% | +877.0% |
| All | +2,989.2% | +723.5% | +2,265.7% | +807.0% |
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