+337.6%
SMH vs SE
-65.3%
+402.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.6% |
| 6M | +50.8% | +23.2% | +27.5% | +40.8% |
| YTD | +59.3% | -11.2% | +70.5% | +60.3% |
| 1Y | +94.1% | -40.5% | +134.6% | +114.8% |
| 3Y | +286.7% | +196.3% | +90.4% | +184.0% |
| All | +337.6% | -65.3% | +402.9% | +357.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling