+1,256.8%
SMH vs AIG
-91.8%
+1,348.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +0.3% | -1.2% | +1.4% | +0.5% |
| 30D | -2.8% | -1.1% | -1.7% | -2.6% |
| 3M | -6.7% | +0.7% | -7.4% | -7.1% |
| 6M | +41.8% | -2.2% | +43.9% | +41.6% |
| YTD | +57.9% | -10.8% | +68.7% | +60.1% |
| 1Y | +87.6% | -2.0% | +89.7% | +86.5% |
| 3Y | +282.9% | +34.8% | +248.1% | +258.0% |
| 5Y | +330.4% | +55.0% | +275.4% | +291.2% |
| 10Y | +1,857.0% | +65.1% | +1,791.9% | +1,593.0% |
| All | +1,256.8% | -91.8% | +1,348.7% | +2,028.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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