+96.2%
SMH vs EXR
+1.1%
+95.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.6% |
| 7D | +2.5% | -2.6% | +5.1% | +2.4% |
| 30D | -0.5% | -7.2% | +6.7% | -0.7% |
| 3M | -9.6% | -3.5% | -6.1% | -10.3% |
| 6M | +42.1% | -5.3% | +47.4% | +38.6% |
| YTD | +57.4% | +9.4% | +48.1% | +54.5% |
| 1Y | +96.2% | +1.3% | +94.9% | +91.9% |
| All | +96.2% | +1.1% | +95.1% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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