+96.2%
SMH vs ADI
+50.9%
+45.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.3% |
| 7D | +2.5% | +0.4% | +2.1% | +2.2% |
| 30D | -0.5% | -3.8% | +3.3% | +2.6% |
| 3M | -9.6% | -15.3% | +5.6% | +2.6% |
| 6M | +42.1% | +6.7% | +35.4% | +36.9% |
| YTD | +57.4% | +34.8% | +22.7% | +30.5% |
| 1Y | +96.2% | +49.0% | +47.2% | +50.3% |
| All | +96.2% | +50.9% | +45.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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