+1,256.8%
SMH vs AFL
+1,391.1%
-134.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +0.3% | -1.6% | +1.9% | +0.9% |
| 30D | -2.8% | -4.0% | +1.2% | -1.4% |
| 3M | -6.7% | -0.5% | -6.2% | -7.1% |
| 6M | +41.8% | +6.5% | +35.2% | +37.2% |
| YTD | +57.9% | +6.2% | +51.7% | +52.7% |
| 1Y | +87.6% | +8.3% | +79.4% | +79.5% |
| 3Y | +282.9% | +62.5% | +220.4% | +210.0% |
| 5Y | +330.4% | +136.2% | +194.2% | +202.7% |
| 10Y | +1,857.0% | +301.4% | +1,555.6% | +1,001.0% |
| All | +1,256.8% | +1,391.1% | -134.2% | +290.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling