+1,270.6%
SMH vs AEM
+4,364.1%
-3,093.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +4.3% | +3.0% | +1.3% | +4.1% |
| 30D | +0.9% | +12.5% | -11.6% | -0.1% |
| 3M | -2.8% | +26.9% | -29.8% | -4.6% |
| 6M | +45.6% | -9.4% | +55.1% | +46.2% |
| YTD | +59.5% | +20.3% | +39.2% | +57.1% |
| 1Y | +93.4% | +33.8% | +59.7% | +89.1% |
| 3Y | +287.1% | +349.8% | -62.7% | +250.6% |
| 5Y | +338.0% | +301.0% | +37.0% | +296.7% |
| 10Y | +1,876.8% | +376.1% | +1,500.8% | +1,655.3% |
| All | +1,270.6% | +4,364.1% | -3,093.6% | +1,620.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling