+161.9%
SMH vs ADVB
-88.8%
+250.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.2% |
| 7D | +5.2% | -14.0% | +19.2% | +5.3% |
| 30D | -1.5% | +41.0% | -42.5% | -1.9% |
| 3M | -4.1% | +127.9% | -132.0% | -6.1% |
| 6M | +50.8% | +101.3% | -50.6% | +45.9% |
| YTD | +59.3% | +53.8% | +5.5% | +55.5% |
| 1Y | +94.1% | +4.4% | +89.7% | +90.6% |
| All | +161.9% | -88.8% | +250.6% | +206.7% |
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