+1,837.0%
SMH vs EXR
+148.1%
+1,688.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.8% |
| 7D | +4.3% | -3.1% | +7.4% | +5.2% |
| 30D | +0.9% | -7.5% | +8.4% | +3.1% |
| 3M | -2.8% | -7.5% | +4.7% | -1.1% |
| 6M | +45.6% | -5.2% | +50.8% | +46.9% |
| YTD | +59.5% | +6.5% | +53.0% | +54.9% |
| 1Y | +93.4% | -2.0% | +95.5% | +92.3% |
| 3Y | +287.1% | +21.5% | +265.6% | +250.1% |
| 5Y | +338.0% | -11.5% | +349.6% | +336.1% |
| All | +1,837.0% | +148.1% | +1,688.9% | +1,429.9% |
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 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