+1,475.7%
SMH vs AG
+76.0%
+1,399.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.6% |
| 7D | +4.9% | -10.0% | +14.9% | +6.5% |
| 30D | -13.8% | -10.5% | -3.3% | -12.5% |
| 3M | -17.4% | -27.3% | +9.9% | -13.8% |
| 6M | -15.0% | -43.0% | +28.0% | -8.7% |
| YTD | +35.2% | -17.9% | +53.1% | +36.5% |
| 1Y | +41.6% | +11.9% | +29.7% | +37.1% |
| 3Y | +215.6% | +201.8% | +13.8% | +161.3% |
| 5Y | +233.2% | -0.1% | +233.3% | +200.6% |
| All | +1,475.7% | +76.0% | +1,399.7% | +1,212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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