+43.4%
SMH vs AA
+13.9%
+29.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -3.6% |
| 7D | -11.2% | +0.9% | -12.1% | -11.4% |
| 30D | -20.4% | -6.4% | -14.0% | -18.8% |
| 3M | -12.4% | -13.0% | +0.5% | -9.2% |
| 6M | -0.5% | -34.6% | +34.1% | +12.6% |
| YTD | +40.0% | -23.0% | +63.1% | +45.9% |
| 1Y | +43.4% | +16.0% | +27.4% | +27.0% |
| All | +43.4% | +13.9% | +29.5% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling