+338.0%
SMH vs AA
+15.6%
+322.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.6% |
| 7D | +4.3% | -0.6% | +5.0% | +4.5% |
| 30D | +0.9% | -1.6% | +2.4% | +1.0% |
| 3M | -2.8% | -29.8% | +27.0% | +6.5% |
| 6M | +45.6% | -16.6% | +62.2% | +51.0% |
| YTD | +59.5% | -4.0% | +63.5% | +58.1% |
| 1Y | +93.4% | +63.5% | +29.9% | +63.9% |
| 3Y | +287.1% | +86.8% | +200.3% | +202.6% |
| 5Y | +338.0% | +12.4% | +325.7% | +281.2% |
| All | +338.0% | +15.6% | +322.5% | +281.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling