+122.2%
SMH vs ADVB
-96.8%
+219.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -23.6% | +20.6% | -2.6% |
| 7D | +4.9% | +27.8% | -22.9% | +4.3% |
| 30D | -13.8% | -50.8% | +37.0% | -13.5% |
| 3M | -17.4% | -70.5% | +53.1% | -16.8% |
| 6M | -15.0% | -46.7% | +31.8% | -16.0% |
| YTD | +35.2% | -56.7% | +91.8% | +32.9% |
| 1Y | +41.6% | -71.8% | +113.4% | +41.8% |
| All | +122.2% | -96.8% | +219.0% | +162.2% |
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