+277.4%
SMH vs ADI
+110.8%
+166.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.6% |
| 7D | +1.4% | +1.3% | +0.1% | +0.4% |
| 30D | -2.2% | -6.0% | +3.7% | +2.6% |
| 3M | -1.9% | -7.7% | +5.9% | +4.9% |
| 6M | +41.0% | +14.0% | +27.0% | +28.3% |
| YTD | +55.6% | +34.4% | +21.2% | +24.8% |
| 1Y | +86.8% | +48.0% | +38.9% | +39.0% |
| All | +277.4% | +110.8% | +166.5% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling