+327.2%
SMH vs ADI
+140.0%
+187.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | -2.6% |
| 7D | +0.3% | +4.6% | -4.3% | -3.5% |
| 30D | -2.8% | -1.2% | -1.6% | -1.9% |
| 3M | -6.7% | -7.8% | +1.1% | +0.1% |
| 6M | +41.8% | +19.3% | +22.4% | +21.7% |
| YTD | +57.9% | +40.9% | +17.0% | +17.1% |
| 1Y | +87.6% | +54.5% | +33.1% | +28.2% |
| 3Y | +282.9% | +123.4% | +159.5% | +78.4% |
| All | +327.2% | +140.0% | +187.2% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling