+1,789.8%
SMH vs EXR
+149.6%
+1,640.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | +1.4% | -3.2% | +4.6% | +2.3% |
| 30D | -2.2% | -6.9% | +4.7% | -0.2% |
| 3M | -1.9% | -7.8% | +5.9% | 0.0% |
| 6M | +41.0% | -4.9% | +45.9% | +42.1% |
| YTD | +55.6% | +7.2% | +48.4% | +50.9% |
| 1Y | +86.8% | -1.5% | +88.3% | +85.4% |
| 3Y | +277.7% | +22.3% | +255.4% | +241.0% |
| 5Y | +324.2% | -10.9% | +335.1% | +321.5% |
| All | +1,789.8% | +149.6% | +1,640.2% | +1,389.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling