+4,487.6%
SMH vs EXR
+2,662.2%
+1,825.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.0% |
| 7D | +2.5% | -2.6% | +5.1% | +3.4% |
| 30D | -0.5% | -7.2% | +6.7% | +2.1% |
| 3M | -9.6% | -3.5% | -6.1% | -9.1% |
| 6M | +42.1% | -5.3% | +47.4% | +43.8% |
| YTD | +57.4% | +9.4% | +48.1% | +51.1% |
| 1Y | +96.2% | +1.3% | +94.9% | +92.7% |
| 3Y | +267.9% | +22.4% | +245.5% | +228.7% |
| 5Y | +327.7% | -12.2% | +339.9% | +325.5% |
| 10Y | +1,764.6% | +148.6% | +1,616.1% | +1,111.3% |
| All | +4,487.6% | +2,662.2% | +1,825.4% | +1,044.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling