+4,330.4%
SMH vs IEFA
+211.8%
+4,118.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +1.4% |
| 7D | +4.3% | -0.5% | +4.8% | +4.9% |
| 30D | +0.9% | -1.1% | +2.0% | +2.3% |
| 3M | -2.8% | +5.1% | -7.9% | -8.1% |
| 6M | +45.6% | +9.3% | +36.3% | +31.8% |
| YTD | +59.5% | +13.0% | +46.5% | +38.7% |
| 1Y | +93.4% | +19.2% | +74.3% | +58.0% |
| 3Y | +287.1% | +67.0% | +220.1% | +113.2% |
| 5Y | +338.0% | +51.1% | +286.9% | +177.2% |
| 10Y | +1,876.8% | +146.5% | +1,730.3% | +673.1% |
| All | +4,330.4% | +211.8% | +4,118.5% | +1,200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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