+286.4%
SMH vs ADM
+18.1%
+268.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | -1.5% | +11.0% | -12.6% | -2.1% |
| 3M | -4.1% | +6.0% | -10.1% | -4.4% |
| 6M | +50.8% | +26.9% | +23.8% | +48.7% |
| YTD | +59.3% | +50.0% | +9.3% | +55.7% |
| 1Y | +94.1% | +39.6% | +54.5% | +90.5% |
| All | +286.4% | +18.1% | +268.4% | +280.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling