+1,817.6%
SMH vs ADI
+670.4%
+1,147.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | -2.5% |
| 7D | +0.3% | +4.6% | -4.3% | -3.4% |
| 30D | -2.8% | -1.2% | -1.6% | -1.9% |
| 3M | -6.7% | -7.8% | +1.1% | 0.0% |
| 6M | +41.8% | +19.3% | +22.4% | +22.4% |
| YTD | +57.9% | +40.9% | +17.0% | +18.4% |
| 1Y | +87.6% | +54.5% | +33.1% | +29.9% |
| 3Y | +282.9% | +123.4% | +159.5% | +88.4% |
| 5Y | +330.4% | +142.3% | +188.1% | +99.0% |
| All | +1,817.6% | +670.4% | +1,147.2% | +282.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling