+93.4%
SMH vs APD
+5.1%
+88.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | +4.3% | -4.6% | +8.9% | +4.1% |
| 30D | +0.9% | -4.2% | +5.1% | +0.7% |
| 3M | -2.8% | +5.0% | -7.8% | -3.2% |
| 6M | +45.6% | +8.9% | +36.7% | +45.7% |
| YTD | +59.5% | +21.9% | +37.6% | +61.1% |
| 1Y | +93.4% | +5.6% | +87.9% | +104.1% |
| All | +93.4% | +5.1% | +88.3% | +104.1% |
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