+3,813.0%
SMH vs EXR
+3,090.1%
+722.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -6.7% | +1.7% | -8.5% | -7.3% |
| 30D | -19.8% | +18.0% | -37.9% | -24.5% |
| 3M | -15.1% | +9.7% | -24.7% | -18.1% |
| 6M | -14.6% | +13.4% | -28.1% | -19.2% |
| YTD | +34.3% | +26.3% | +8.0% | +22.1% |
| 1Y | +35.2% | +27.6% | +7.7% | +22.3% |
| 3Y | +211.7% | +52.2% | +159.5% | +157.7% |
| 5Y | +240.5% | -1.1% | +241.5% | +224.4% |
| 10Y | +1,487.3% | +216.8% | +1,270.5% | +844.6% |
| All | +3,813.0% | +3,090.1% | +722.9% | +824.8% |
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 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