+87.6%
SMH vs AEM
+32.6%
+55.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.9% |
| 7D | +0.3% | -2.1% | +2.4% | +0.9% |
| 30D | -2.8% | +8.4% | -11.2% | -5.6% |
| 3M | -6.7% | +27.3% | -34.0% | -14.7% |
| 6M | +41.8% | -9.7% | +51.4% | +41.7% |
| YTD | +57.9% | +19.0% | +38.9% | +46.8% |
| 1Y | +87.6% | +31.5% | +56.2% | +69.6% |
| All | +87.6% | +32.6% | +55.1% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling