+406.7%
SMH vs AFRM
-25.0%
+431.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.5% | +1.0% |
| 7D | +4.3% | -8.0% | +12.3% | +5.8% |
| 30D | +0.9% | -9.8% | +10.6% | +2.4% |
| 3M | -2.8% | +4.7% | -7.5% | -4.0% |
| 6M | +45.6% | +34.1% | +11.5% | +37.2% |
| YTD | +59.5% | -8.4% | +67.9% | +59.3% |
| 1Y | +93.4% | -22.9% | +116.4% | +97.4% |
| 3Y | +287.1% | +203.3% | +83.8% | +187.2% |
| 5Y | +338.0% | -26.0% | +364.0% | +235.7% |
| All | +406.7% | -25.0% | +431.8% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling