+339.4%
SMH vs APD
+26.2%
+313.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | +5.2% | -2.5% | +7.7% | +6.2% |
| 30D | -1.5% | -1.9% | +0.3% | -1.0% |
| 3M | -4.1% | +8.2% | -12.3% | -7.6% |
| 6M | +50.8% | +10.7% | +40.0% | +43.4% |
| YTD | +59.3% | +22.9% | +36.4% | +44.4% |
| 1Y | +94.1% | +5.8% | +88.3% | +87.0% |
| 3Y | +286.7% | +7.8% | +278.9% | +263.6% |
| 5Y | +339.4% | +26.1% | +313.3% | +231.0% |
| All | +339.4% | +26.2% | +313.2% | +231.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling