+1,475.7%
SMH vs APD
+191.9%
+1,283.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | +4.9% | +3.8% | +1.1% | +3.0% |
| 30D | -13.8% | +8.2% | -22.0% | -17.2% |
| 3M | -17.4% | +4.3% | -21.7% | -19.4% |
| 6M | -15.0% | +4.7% | -19.7% | -17.8% |
| YTD | +35.2% | +31.5% | +3.6% | +14.7% |
| 1Y | +41.6% | +23.5% | +18.1% | +23.6% |
| 3Y | +215.6% | +29.1% | +186.5% | +157.0% |
| 5Y | +233.2% | +15.9% | +217.3% | +182.5% |
| All | +1,475.7% | +191.9% | +1,283.8% | +602.1% |
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 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