+1,237.1%
SMH vs ADSK
+2,045.1%
-808.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.9% | -3.5% |
| 7D | +1.4% | -10.9% | +12.3% | +6.4% |
| 30D | -2.2% | -15.9% | +13.7% | +5.0% |
| 3M | -1.9% | -4.4% | +2.5% | -3.0% |
| 6M | +41.0% | -16.6% | +57.7% | +46.5% |
| YTD | +55.6% | -28.5% | +84.1% | +72.0% |
| 1Y | +86.8% | -34.6% | +121.5% | +115.4% |
| 3Y | +277.7% | -3.5% | +281.1% | +259.4% |
| 5Y | +324.2% | -25.6% | +349.8% | +344.8% |
| 10Y | +1,828.6% | +216.6% | +1,612.0% | +917.2% |
| All | +1,237.1% | +2,045.1% | -808.0% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling