+1,061.7%
SMH vs ADI
+647.6%
+414.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -0.9% |
| 7D | +4.9% | +9.5% | -4.6% | -2.0% |
| 30D | -13.8% | -1.4% | -12.4% | -12.7% |
| 3M | -17.4% | +4.7% | -22.1% | -20.0% |
| 6M | -15.0% | -7.4% | -7.5% | -9.6% |
| YTD | +35.2% | +48.1% | -12.9% | +0.8% |
| 1Y | +41.6% | +69.6% | -28.0% | -4.6% |
| 3Y | +215.6% | +144.4% | +71.3% | +58.6% |
| 5Y | +233.2% | +134.1% | +99.1% | +75.7% |
| 10Y | +1,458.7% | +632.8% | +825.9% | +253.2% |
| All | +1,061.7% | +647.6% | +414.1% | +79.0% |
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