+3,682.6%
SMH vs AGG
+96.0%
+3,586.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +0.3% | -1.1% | +1.3% | +0.2% |
| 30D | -2.8% | -1.1% | -1.6% | -2.9% |
| 3M | -6.7% | -1.9% | -4.8% | -6.8% |
| 6M | +41.8% | -1.7% | +43.5% | +41.6% |
| YTD | +57.9% | -1.3% | +59.2% | +57.7% |
| 1Y | +87.6% | -0.7% | +88.4% | +87.6% |
| 3Y | +282.9% | +12.5% | +270.5% | +288.4% |
| 5Y | +330.4% | -2.5% | +332.9% | +310.0% |
| 10Y | +1,857.0% | +14.2% | +1,842.8% | +1,962.5% |
| All | +3,682.6% | +96.0% | +3,586.6% | +5,466.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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