+1,097.4%
SMH vs AA
-22.4%
+1,119.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +12.1% | +5.3% | +6.8% | +10.3% |
| 30D | -14.7% | -2.3% | -12.4% | -13.9% |
| 3M | -14.2% | -20.8% | +6.6% | -7.8% |
| 6M | -10.6% | -39.8% | +29.2% | +4.1% |
| YTD | +39.3% | -23.3% | +62.6% | +47.9% |
| 1Y | +41.6% | +1.8% | +39.7% | +37.0% |
| 3Y | +223.4% | +69.5% | +153.8% | +151.2% |
| 5Y | +243.5% | -18.0% | +261.5% | +207.8% |
| 10Y | +1,506.6% | +45.7% | +1,461.0% | +845.1% |
| All | +1,097.4% | -22.4% | +1,119.8% | +572.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling