+1,789.8%
SMH vs AG
+73.4%
+1,716.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.4% | -1.8% |
| 7D | +1.4% | -5.8% | +7.2% | +2.2% |
| 30D | -2.2% | +6.4% | -8.6% | -3.2% |
| 3M | -1.9% | +28.4% | -30.2% | -5.5% |
| 6M | +41.0% | -24.5% | +65.5% | +44.7% |
| YTD | +55.6% | +21.2% | +34.4% | +49.2% |
| 1Y | +86.8% | +114.1% | -27.3% | +65.7% |
| 3Y | +277.7% | +268.0% | +9.6% | +203.8% |
| 5Y | +324.2% | +67.3% | +256.8% | +260.2% |
| All | +1,789.8% | +73.4% | +1,716.3% | +1,464.2% |
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