+1,817.6%
SMH vs ADM
+177.9%
+1,639.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +0.3% | +2.5% | -2.2% | -0.6% |
| 30D | -2.8% | +9.5% | -12.2% | -6.0% |
| 3M | -6.7% | +10.6% | -17.3% | -10.3% |
| 6M | +41.8% | +24.0% | +17.7% | +30.2% |
| YTD | +57.9% | +54.0% | +3.9% | +33.7% |
| 1Y | +87.6% | +45.3% | +42.3% | +61.2% |
| 3Y | +282.9% | +21.8% | +261.2% | +242.0% |
| 5Y | +330.4% | +66.8% | +263.6% | +212.5% |
| All | +1,817.6% | +177.9% | +1,639.8% | +932.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling