+1,253.2%
SMH vs ADM
+1,323.0%
-69.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +2.5% | +3.8% | -1.3% | +1.2% |
| 30D | -0.5% | +9.8% | -10.2% | -3.8% |
| 3M | -9.6% | +2.1% | -11.8% | -10.6% |
| 6M | +42.1% | +27.5% | +14.6% | +29.9% |
| YTD | +57.4% | +50.2% | +7.2% | +36.0% |
| 1Y | +96.2% | +40.6% | +55.6% | +72.2% |
| 3Y | +267.9% | +17.2% | +250.7% | +231.3% |
| 5Y | +327.7% | +61.9% | +265.8% | +237.0% |
| 10Y | +1,764.6% | +159.3% | +1,605.4% | +1,121.5% |
| All | +1,253.2% | +1,323.0% | -69.8% | +550.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling