+3,775.4%
SMH vs AG
+445.6%
+3,329.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.8% |
| 7D | +2.5% | +1.0% | +1.5% | +2.4% |
| 30D | -0.5% | +19.2% | -19.6% | -2.6% |
| 3M | -9.6% | +6.2% | -15.8% | -10.5% |
| 6M | +42.1% | -26.7% | +68.8% | +45.8% |
| YTD | +57.4% | +26.1% | +31.3% | +51.3% |
| 1Y | +96.2% | +131.7% | -35.4% | +75.6% |
| 3Y | +267.9% | +255.3% | +12.6% | +205.9% |
| 5Y | +327.7% | +61.9% | +265.7% | +274.8% |
| 10Y | +1,764.6% | +72.0% | +1,692.6% | +1,411.3% |
| All | +3,775.4% | +445.6% | +3,329.7% | +1,922.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling