+87.6%
SMH vs APA
+101.6%
-14.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.5% |
| 7D | +0.3% | +4.6% | -4.3% | +0.9% |
| 30D | -2.8% | +11.9% | -14.7% | -1.1% |
| 3M | -6.7% | +22.5% | -29.2% | -3.4% |
| 6M | +41.8% | +37.5% | +4.2% | +44.8% |
| YTD | +57.9% | +87.2% | -29.3% | +59.3% |
| 1Y | +87.6% | +101.4% | -13.8% | +89.0% |
| All | +87.6% | +101.6% | -14.0% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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