+1,109.9%
SMH vs APD
+1,644.2%
-534.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.3% |
| 7D | +0.5% | -1.2% | +1.7% | +1.4% |
| 30D | -14.2% | +11.0% | -25.2% | -19.1% |
| 3M | -11.5% | +2.6% | -14.1% | -13.1% |
| 6M | -12.0% | +4.8% | -16.9% | -15.3% |
| YTD | +40.8% | +31.0% | +9.8% | +18.6% |
| 1Y | +44.9% | +23.4% | +21.5% | +25.3% |
| 3Y | +226.7% | +28.4% | +198.4% | +164.6% |
| 5Y | +250.6% | +15.2% | +235.4% | +197.5% |
| 10Y | +1,523.4% | +190.7% | +1,332.7% | +678.1% |
| All | +1,109.9% | +1,644.2% | -534.3% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling