+286.7%
SMH vs SE
+194.4%
+92.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +5.2% | +0.6% | +4.6% | +5.1% |
| 30D | -1.5% | -0.1% | -1.5% | -2.0% |
| 3M | -4.1% | +34.1% | -38.2% | -12.2% |
| 6M | +50.8% | +23.2% | +27.5% | +40.0% |
| YTD | +59.3% | -11.2% | +70.5% | +61.2% |
| 1Y | +94.1% | -40.5% | +134.6% | +119.7% |
| 3Y | +286.7% | +196.3% | +90.4% | +204.1% |
| All | +286.7% | +194.4% | +92.4% | +204.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling