+1,097.4%
SMH vs APA
+191.5%
+905.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.5% |
| 7D | +12.1% | +9.6% | +2.4% | +9.9% |
| 30D | -14.7% | -0.2% | -14.5% | -14.8% |
| 3M | -14.2% | +19.8% | -34.1% | -17.9% |
| 6M | -10.6% | +30.1% | -40.7% | -16.8% |
| YTD | +39.3% | +100.4% | -61.1% | +15.6% |
| 1Y | +41.6% | +105.2% | -63.6% | +16.6% |
| 3Y | +223.4% | +44.6% | +178.7% | +177.6% |
| 5Y | +243.5% | +88.8% | +154.7% | +165.6% |
| 10Y | +1,506.6% | +6.6% | +1,500.0% | +1,031.7% |
| All | +1,097.4% | +191.5% | +905.9% | +617.9% |
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