+233.7%
SMH vs ADI
+133.0%
+100.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -0.6% |
| 7D | +4.9% | +9.5% | -4.6% | -3.0% |
| 30D | -13.8% | -1.4% | -12.4% | -12.7% |
| 3M | -17.4% | +4.7% | -22.1% | -20.5% |
| 6M | -15.0% | -7.4% | -7.5% | -9.3% |
| YTD | +35.2% | +48.1% | -12.9% | -3.8% |
| 1Y | +41.6% | +69.6% | -28.0% | -10.5% |
| 3Y | +215.6% | +144.4% | +71.3% | +35.1% |
| All | +233.7% | +133.0% | +100.7% | +50.6% |
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