+41.6%
SMH vs AG
+7.9%
+33.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.4% |
| 7D | +4.9% | -10.0% | +14.9% | +7.6% |
| 30D | -13.8% | -10.5% | -3.3% | -11.4% |
| 3M | -17.4% | -27.3% | +9.9% | -11.2% |
| 6M | -15.0% | -43.0% | +28.0% | -5.6% |
| YTD | +35.2% | -17.9% | +53.1% | +37.0% |
| 1Y | +41.6% | +11.9% | +29.7% | +32.8% |
| All | +41.6% | +7.9% | +33.7% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling