+4,086.3%
SMH vs AMCR
+97.2%
+3,989.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.9% |
| 7D | +4.3% | -6.3% | +10.6% | +6.3% |
| 30D | +0.9% | -7.1% | +8.0% | +2.9% |
| 3M | -2.8% | +12.7% | -15.5% | -6.8% |
| 6M | +45.6% | +5.2% | +40.5% | +42.3% |
| YTD | +59.5% | +8.1% | +51.4% | +53.6% |
| 1Y | +93.4% | +11.7% | +81.7% | +84.0% |
| 3Y | +287.1% | +9.9% | +277.2% | +264.5% |
| 5Y | +338.0% | -8.7% | +346.7% | +339.0% |
| 10Y | +1,876.8% | +16.8% | +1,860.0% | +1,675.1% |
| All | +4,086.3% | +97.2% | +3,989.1% | +3,675.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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