+43.4%
SMH vs APD
+36.4%
+7.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.5% |
| 7D | -11.2% | +3.8% | -15.0% | -10.8% |
| 30D | -20.4% | +14.1% | -34.6% | -19.4% |
| 3M | -12.4% | +8.2% | -20.6% | -11.7% |
| 6M | -0.5% | +7.5% | -8.0% | -0.3% |
| YTD | +40.0% | +31.7% | +8.4% | +44.6% |
| 1Y | +43.4% | +35.1% | +8.3% | +49.7% |
| All | +43.4% | +36.4% | +7.0% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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