+277.4%
SMH vs AME
+54.6%
+222.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -1.7% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -2.2% | -8.6% | +6.4% | +5.4% |
| 3M | -1.9% | +5.8% | -7.6% | -5.5% |
| 6M | +41.0% | +3.8% | +37.2% | +37.7% |
| YTD | +55.6% | +14.4% | +41.1% | +41.1% |
| 1Y | +86.8% | +25.8% | +61.0% | +57.3% |
| All | +277.4% | +54.6% | +222.8% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling