+733.6%
SMH vs TE
-49.8%
+783.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.5% |
| 7D | +4.3% | +15.0% | -10.7% | +2.4% |
| 30D | +0.9% | -7.5% | +8.4% | +1.5% |
| 3M | -2.8% | -42.0% | +39.1% | +2.8% |
| 6M | +45.6% | -31.4% | +77.0% | +47.7% |
| YTD | +59.5% | -26.5% | +86.0% | +58.5% |
| 1Y | +93.4% | +153.1% | -59.7% | +59.5% |
| 3Y | +287.1% | -20.7% | +307.8% | +243.3% |
| 5Y | +338.0% | -45.4% | +383.5% | +293.5% |
| All | +733.6% | -49.8% | +783.4% | +658.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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