+1,803.3%
SMH vs APH
+1,046.9%
+756.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +2.2% |
| 7D | +5.2% | +0.2% | +5.0% | +4.9% |
| 30D | -1.5% | -3.3% | +1.8% | +0.8% |
| 3M | -4.1% | +14.0% | -18.1% | -14.8% |
| 6M | +50.8% | +24.4% | +26.3% | +21.8% |
| YTD | +59.3% | +21.4% | +37.9% | +25.3% |
| 1Y | +94.1% | +48.9% | +45.2% | +24.5% |
| 3Y | +286.7% | +290.1% | -3.4% | -4.1% |
| 5Y | +339.4% | +352.8% | -13.4% | -4.0% |
| 10Y | +1,803.3% | +1,041.3% | +762.0% | +84.1% |
| All | +1,803.3% | +1,046.9% | +756.4% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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