+96.2%
SMH vs ADSK
-31.6%
+127.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.3% | +10.9% | +1.3% |
| 7D | +2.5% | -16.4% | +18.9% | -0.3% |
| 30D | -0.5% | -9.2% | +8.7% | -1.5% |
| 3M | -9.6% | -6.7% | -2.9% | -7.5% |
| 6M | +42.1% | -15.5% | +57.6% | +47.1% |
| YTD | +57.4% | -26.4% | +83.8% | +74.9% |
| 1Y | +96.2% | -31.9% | +128.1% | +128.3% |
| All | +96.2% | -31.6% | +127.8% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling