+1,475.7%
SMH vs EXR
+216.3%
+1,259.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | +4.9% | -0.4% | +5.3% | +5.1% |
| 30D | -13.8% | +18.2% | -32.0% | -18.0% |
| 3M | -17.4% | +7.3% | -24.7% | -19.2% |
| 6M | -15.0% | +13.8% | -28.8% | -18.8% |
| YTD | +35.2% | +25.9% | +9.2% | +24.8% |
| 1Y | +41.6% | +25.8% | +15.8% | +30.6% |
| 3Y | +215.6% | +53.7% | +161.9% | +165.5% |
| 5Y | +233.2% | -1.8% | +235.0% | +220.5% |
| All | +1,475.7% | +216.3% | +1,259.4% | +1,097.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling