+215.6%
SMH vs APA
+45.9%
+169.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.2% |
| 7D | +4.9% | +8.5% | -3.6% | +3.9% |
| 30D | -13.8% | +2.8% | -16.6% | -14.2% |
| 3M | -17.4% | +21.7% | -39.1% | -19.6% |
| 6M | -15.0% | +32.6% | -47.6% | -18.7% |
| YTD | +35.2% | +103.7% | -68.5% | +14.9% |
| 1Y | +41.6% | +101.8% | -60.2% | +20.4% |
| 3Y | +215.6% | +48.1% | +167.6% | +153.0% |
| All | +215.6% | +45.9% | +169.7% | +153.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling