+1,817.6%
SMH vs AGI
+392.3%
+1,425.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +0.3% | -2.7% | +3.0% | +0.5% |
| 30D | -2.8% | +7.2% | -10.0% | -3.5% |
| 3M | -6.7% | +4.3% | -11.0% | -7.4% |
| 6M | +41.8% | -27.1% | +68.9% | +45.3% |
| YTD | +57.9% | -6.6% | +64.5% | +57.8% |
| 1Y | +87.6% | +9.5% | +78.1% | +84.7% |
| 3Y | +282.9% | +208.4% | +74.5% | +245.3% |
| 5Y | +330.4% | +401.6% | -71.2% | +274.8% |
| All | +1,817.6% | +392.3% | +1,425.3% | +1,604.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling