+111.8%
SMH vs ADVB
-97.5%
+209.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +3.6% |
| 7D | -11.2% | -13.9% | +2.7% | -11.0% |
| 30D | -25.8% | -68.1% | +42.3% | -25.0% |
| 3M | -18.8% | -73.4% | +54.6% | -17.9% |
| 6M | -15.6% | -70.8% | +55.2% | -15.6% |
| YTD | +28.8% | -66.1% | +94.9% | +27.4% |
| 1Y | +32.6% | -77.5% | +110.1% | +33.4% |
| All | +111.8% | -97.5% | +209.3% | +151.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling