+282.9%
SMH vs AFL
+63.5%
+219.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | +0.3% | -1.6% | +1.9% | +0.2% |
| 30D | -2.8% | -4.0% | +1.2% | -2.9% |
| 3M | -6.7% | -0.5% | -6.2% | -7.0% |
| 6M | +41.8% | +6.5% | +35.2% | +40.2% |
| YTD | +57.9% | +6.2% | +51.7% | +56.0% |
| 1Y | +87.6% | +8.3% | +79.4% | +84.6% |
| 3Y | +282.9% | +62.5% | +220.4% | +238.0% |
| All | +282.9% | +63.5% | +219.4% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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