+131.4%
SMH vs ADVB
-97.1%
+228.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.0% | -5.1% | +4.6% |
| 7D | +0.5% | +10.5% | -9.9% | +0.4% |
| 30D | -14.2% | -56.0% | +41.8% | -13.6% |
| 3M | -11.5% | -70.1% | +58.6% | -10.8% |
| 6M | -12.0% | -53.7% | +41.7% | -12.7% |
| YTD | +40.8% | -60.3% | +101.0% | +38.8% |
| 1Y | +44.9% | -73.1% | +118.0% | +45.2% |
| All | +131.4% | -97.1% | +228.5% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling