+3,838.2%
SMH vs EXR
+3,081.1%
+757.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +4.9% | -0.4% | +5.3% | +5.1% |
| 30D | -13.8% | +18.2% | -32.0% | -18.9% |
| 3M | -17.4% | +7.3% | -24.7% | -19.7% |
| 6M | -15.0% | +13.8% | -28.8% | -19.6% |
| YTD | +35.2% | +25.9% | +9.2% | +23.0% |
| 1Y | +41.6% | +25.8% | +15.8% | +28.8% |
| 3Y | +215.6% | +53.7% | +161.9% | +160.0% |
| 5Y | +233.2% | -1.8% | +235.0% | +218.3% |
| 10Y | +1,458.7% | +214.5% | +1,244.1% | +830.0% |
| All | +3,838.2% | +3,081.1% | +757.2% | +831.7% |
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