+1,253.2%
SMH vs ADI
+580.5%
+672.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.4% |
| 7D | +2.5% | +0.4% | +2.1% | +2.2% |
| 30D | -0.5% | -3.8% | +3.3% | +2.5% |
| 3M | -9.6% | -15.3% | +5.6% | +3.0% |
| 6M | +42.1% | +6.7% | +35.4% | +35.5% |
| YTD | +57.4% | +34.8% | +22.7% | +25.8% |
| 1Y | +96.2% | +49.0% | +47.2% | +45.1% |
| 3Y | +267.9% | +108.1% | +159.8% | +108.1% |
| 5Y | +327.7% | +142.4% | +185.2% | +119.6% |
| 10Y | +1,764.6% | +589.9% | +1,174.7% | +341.8% |
| All | +1,253.2% | +580.5% | +672.7% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling