+96.2%
SMH vs APD
+6.0%
+90.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +2.5% | -2.2% | +4.7% | +2.4% |
| 30D | -0.5% | +2.1% | -2.6% | -0.4% |
| 3M | -9.6% | +7.2% | -16.8% | -9.9% |
| 6M | +42.1% | +11.2% | +30.8% | +42.3% |
| YTD | +57.4% | +24.4% | +33.1% | +59.3% |
| 1Y | +96.2% | +6.7% | +89.6% | +108.1% |
| All | +96.2% | +6.0% | +90.2% | +108.1% |
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