+43.4%
SMH vs SE
-48.0%
+91.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.5% | -7.2% | -3.4% |
| 7D | -11.2% | +6.7% | -17.8% | -12.0% |
| 30D | -20.4% | -17.2% | -3.2% | -18.4% |
| 3M | -12.4% | -28.0% | +15.6% | -8.8% |
| 6M | -0.5% | -6.1% | +5.6% | -2.6% |
| YTD | +40.0% | -37.1% | +77.2% | +52.4% |
| 1Y | +43.4% | -48.8% | +92.2% | +67.7% |
| All | +43.4% | -48.0% | +91.4% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling