+327.2%
SMH vs AGI
+400.3%
-73.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +0.3% | -2.7% | +3.0% | +0.8% |
| 30D | -2.8% | +7.2% | -10.0% | -4.3% |
| 3M | -6.7% | +4.3% | -11.0% | -8.1% |
| 6M | +41.8% | -27.1% | +68.9% | +48.6% |
| YTD | +57.9% | -6.6% | +64.5% | +57.2% |
| 1Y | +87.6% | +9.5% | +78.1% | +80.6% |
| 3Y | +282.9% | +208.4% | +74.5% | +197.9% |
| All | +327.2% | +400.3% | -73.1% | +206.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling