+96.2%
SMH vs AME
+29.8%
+66.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +1.3% |
| 7D | +2.5% | +0.6% | +1.9% | +2.0% |
| 30D | -0.5% | -6.7% | +6.2% | +5.9% |
| 3M | -9.6% | +4.1% | -13.7% | -11.8% |
| 6M | +42.1% | +1.6% | +40.5% | +39.1% |
| YTD | +57.4% | +16.1% | +41.3% | +44.6% |
| 1Y | +96.2% | +27.3% | +68.9% | +75.9% |
| All | +96.2% | +29.8% | +66.4% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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