+86.8%
SMH vs EXR
-1.5%
+88.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.4% |
| 7D | +1.4% | -3.2% | +4.6% | +1.3% |
| 30D | -2.2% | -6.9% | +4.7% | -2.5% |
| 3M | -1.9% | -7.8% | +5.9% | -2.2% |
| 6M | +41.0% | -4.9% | +45.9% | +37.3% |
| YTD | +55.6% | +7.2% | +48.4% | +52.6% |
| 1Y | +86.8% | -1.5% | +88.3% | +81.8% |
| All | +86.8% | -1.5% | +88.3% | +81.8% |
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 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