+327.2%
SMH vs ADSK
-25.3%
+352.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +0.3% | -2.5% | +2.8% | +1.3% |
| 30D | -2.8% | -14.9% | +12.1% | +3.9% |
| 3M | -6.7% | +3.3% | -10.0% | -11.2% |
| 6M | +41.8% | -15.7% | +57.4% | +47.4% |
| YTD | +57.9% | -28.2% | +86.1% | +78.9% |
| 1Y | +87.6% | -34.5% | +122.2% | +124.9% |
| 3Y | +282.9% | -2.9% | +285.8% | +251.2% |
| All | +327.2% | -25.3% | +352.5% | +292.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling