+1,061.7%
SMH vs APA
+196.2%
+865.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.3% |
| 7D | +4.9% | +8.5% | -3.6% | +3.1% |
| 30D | -13.8% | +2.8% | -16.6% | -14.5% |
| 3M | -17.4% | +21.7% | -39.1% | -21.2% |
| 6M | -15.0% | +32.6% | -47.6% | -21.2% |
| YTD | +35.2% | +103.7% | -68.5% | +11.8% |
| 1Y | +41.6% | +101.8% | -60.2% | +17.1% |
| 3Y | +215.6% | +48.1% | +167.6% | +169.6% |
| 5Y | +233.2% | +91.9% | +141.3% | +156.7% |
| 10Y | +1,458.7% | +8.4% | +1,450.3% | +993.9% |
| All | +1,061.7% | +196.2% | +865.4% | +594.0% |
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 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