+243.5%
SMH vs AME
+79.2%
+164.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.6% |
| 7D | +12.1% | +8.1% | +4.0% | +4.2% |
| 30D | -14.7% | -3.8% | -10.9% | -11.1% |
| 3M | -14.2% | -6.6% | -7.6% | -8.2% |
| 6M | -10.6% | +4.6% | -15.2% | -13.1% |
| YTD | +39.3% | +17.9% | +21.4% | +21.3% |
| 1Y | +41.6% | +23.2% | +18.3% | +18.5% |
| 3Y | +223.4% | +62.9% | +160.4% | +99.8% |
| 5Y | +243.5% | +77.5% | +166.0% | +88.3% |
| All | +243.5% | +79.2% | +164.3% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling