+339.4%
SMH vs EXR
-10.8%
+350.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | +5.2% | -0.7% | +5.9% | +5.5% |
| 30D | -1.5% | -6.9% | +5.4% | +0.8% |
| 3M | -4.1% | -3.0% | -1.1% | -3.8% |
| 6M | +50.8% | -2.9% | +53.7% | +50.9% |
| YTD | +59.3% | +9.3% | +50.0% | +52.5% |
| 1Y | +94.1% | -0.9% | +95.0% | +91.9% |
| 3Y | +286.7% | +24.7% | +262.0% | +233.7% |
| 5Y | +339.4% | -11.7% | +351.1% | +336.1% |
| All | +339.4% | -10.8% | +350.2% | +336.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling