+1,253.2%
SMH vs APA
+160.3%
+1,093.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.3% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | -0.5% | +23.4% | -23.9% | -5.2% |
| 3M | -9.6% | +12.7% | -22.3% | -12.7% |
| 6M | +42.1% | +39.4% | +2.7% | +29.1% |
| YTD | +57.4% | +79.0% | -21.5% | +34.5% |
| 1Y | +96.2% | +88.8% | +7.4% | +64.2% |
| 3Y | +267.9% | +6.4% | +261.6% | +238.6% |
| 5Y | +327.7% | +153.0% | +174.7% | +209.0% |
| 10Y | +1,764.6% | +7.5% | +1,757.1% | +1,197.6% |
| All | +1,253.2% | +160.3% | +1,093.0% | +734.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling