+1,155.2%
SMH vs SE
+589.8%
+565.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | +2.5% | -6.1% | +8.6% | +4.0% |
| 30D | -0.5% | -2.5% | +2.0% | -0.4% |
| 3M | -9.6% | +21.7% | -31.4% | -14.7% |
| 6M | +42.1% | +27.0% | +15.1% | +31.5% |
| YTD | +57.4% | -12.1% | +69.6% | +58.7% |
| 1Y | +96.2% | -40.9% | +137.1% | +117.3% |
| 3Y | +267.9% | +191.0% | +76.9% | +167.5% |
| 5Y | +327.7% | -68.3% | +395.9% | +371.7% |
| All | +1,155.2% | +589.8% | +565.4% | +598.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling