+243.5%
SMH vs AG
+3.1%
+240.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.2% | 0.0% |
| 7D | +12.1% | -6.0% | +18.1% | +13.4% |
| 30D | -14.7% | -14.3% | -0.4% | -12.2% |
| 3M | -14.2% | -26.9% | +12.7% | -9.3% |
| 6M | -10.6% | -42.1% | +31.5% | -2.1% |
| YTD | +39.3% | -15.9% | +55.2% | +40.1% |
| 1Y | +41.6% | +11.5% | +30.0% | +34.8% |
| 3Y | +223.4% | +208.0% | +15.4% | +143.0% |
| 5Y | +243.5% | +2.4% | +241.1% | +222.9% |
| All | +243.5% | +3.1% | +240.4% | +222.9% |
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