+977.5%
SMH vs SE
+363.8%
+613.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.3% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | -13.8% | -20.9% | +7.1% | -8.9% |
| 3M | -17.4% | -38.9% | +21.5% | -7.4% |
| 6M | -15.0% | -19.4% | +4.4% | -11.8% |
| YTD | +35.2% | -40.9% | +76.1% | +49.4% |
| 1Y | +41.6% | -46.2% | +87.8% | +59.9% |
| 3Y | +215.6% | +63.7% | +151.9% | +164.0% |
| 5Y | +233.2% | -77.9% | +311.1% | +300.9% |
| All | +977.5% | +363.8% | +613.8% | +557.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling