+96.2%
SMH vs AGI
+17.6%
+78.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.0% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | -0.5% | +18.2% | -18.7% | -4.4% |
| 3M | -9.6% | -4.1% | -5.5% | -9.4% |
| 6M | +42.1% | -28.7% | +70.8% | +49.0% |
| YTD | +57.4% | -4.0% | +61.4% | +55.8% |
| 1Y | +96.2% | +17.4% | +78.8% | +84.2% |
| All | +96.2% | +17.6% | +78.6% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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