+1,475.7%
SMH vs ADM
+133.7%
+1,341.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -3.9% |
| 7D | +4.9% | +4.2% | +0.7% | +3.4% |
| 30D | -13.8% | -12.8% | -1.0% | -9.9% |
| 3M | -17.4% | -8.5% | -8.9% | -15.4% |
| 6M | -15.0% | -10.9% | -4.1% | -12.4% |
| YTD | +35.2% | +29.4% | +5.7% | +20.4% |
| 1Y | +41.6% | +27.5% | +14.1% | +26.5% |
| 3Y | +215.6% | +10.3% | +205.3% | +186.3% |
| 5Y | +233.2% | +27.4% | +205.9% | +167.3% |
| All | +1,475.7% | +133.7% | +1,341.9% | +793.6% |
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