+1,270.6%
SMH vs AON
+1,118.1%
+152.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.4% |
| 7D | +4.3% | -7.9% | +12.2% | +7.6% |
| 30D | +0.9% | -14.6% | +15.5% | +6.6% |
| 3M | -2.8% | -7.9% | +5.1% | -1.5% |
| 6M | +45.6% | -8.0% | +53.6% | +46.5% |
| YTD | +59.5% | -13.2% | +72.7% | +63.1% |
| 1Y | +93.4% | -16.4% | +109.9% | +99.8% |
| 3Y | +287.1% | -6.7% | +293.8% | +273.6% |
| 5Y | +338.0% | +8.0% | +330.0% | +296.4% |
| 10Y | +1,876.8% | +205.6% | +1,671.2% | +1,059.0% |
| All | +1,270.6% | +1,118.1% | +152.5% | +351.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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