+1,054.2%
SMH vs APD
+1,628.0%
-573.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -6.7% | -0.2% | -6.5% | -6.5% |
| 30D | -19.8% | +11.0% | -30.9% | -24.5% |
| 3M | -15.1% | +2.0% | -17.0% | -16.4% |
| 6M | -14.6% | +7.1% | -21.7% | -18.8% |
| YTD | +34.3% | +29.8% | +4.5% | +13.7% |
| 1Y | +35.2% | +24.0% | +11.2% | +16.5% |
| 3Y | +211.7% | +27.2% | +184.5% | +153.6% |
| 5Y | +240.5% | +12.8% | +227.7% | +192.3% |
| 10Y | +1,487.3% | +185.0% | +1,302.3% | +669.0% |
| All | +1,054.2% | +1,628.0% | -573.8% | +119.8% |
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