+1,789.8%
SMH vs AA
+123.1%
+1,666.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.4% | -1.2% |
| 7D | +1.4% | -5.4% | +6.8% | +2.9% |
| 30D | -2.2% | -10.7% | +8.5% | +0.6% |
| 3M | -1.9% | -26.2% | +24.3% | +5.8% |
| 6M | +41.0% | -20.9% | +62.0% | +48.0% |
| YTD | +55.6% | -8.6% | +64.2% | +56.4% |
| 1Y | +86.8% | +57.4% | +29.4% | +61.4% |
| 3Y | +277.7% | +77.8% | +199.8% | +202.5% |
| 5Y | +324.2% | +2.7% | +321.5% | +264.8% |
| All | +1,789.8% | +123.1% | +1,666.7% | +1,058.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling