+338.0%
SMH vs AG
+69.4%
+268.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | +0.9% | +12.5% | -11.6% | -1.6% |
| 3M | -2.8% | +28.2% | -31.0% | -7.8% |
| 6M | +45.6% | -18.8% | +64.5% | +48.7% |
| YTD | +59.5% | +27.4% | +32.1% | +48.5% |
| 1Y | +93.4% | +132.2% | -38.7% | +60.0% |
| 3Y | +287.1% | +286.9% | +0.2% | +176.7% |
| 5Y | +338.0% | +72.8% | +265.3% | +245.0% |
| All | +338.0% | +69.4% | +268.7% | +245.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling