+1,876.8%
SMH vs APD
+162.9%
+1,713.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +4.3% | -4.6% | +8.9% | +6.8% |
| 30D | +0.9% | -4.2% | +5.1% | +2.9% |
| 3M | -2.8% | +5.0% | -7.8% | -6.0% |
| 6M | +45.6% | +8.9% | +36.7% | +37.5% |
| YTD | +59.5% | +21.9% | +37.6% | +41.0% |
| 1Y | +93.4% | +5.6% | +87.9% | +82.9% |
| 3Y | +287.1% | +6.9% | +280.2% | +249.8% |
| 5Y | +338.0% | +25.3% | +312.7% | +249.6% |
| 10Y | +1,876.8% | +169.1% | +1,707.8% | +830.0% |
| All | +1,876.8% | +162.9% | +1,713.9% | +830.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling