+279.8%
SMH vs APH
+289.3%
-9.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.0% |
| 7D | +2.5% | +5.0% | -2.4% | -0.9% |
| 30D | -0.5% | -3.9% | +3.4% | +1.9% |
| 3M | -9.6% | +13.0% | -22.6% | -16.7% |
| 6M | +42.1% | +25.2% | +16.9% | +20.1% |
| YTD | +57.4% | +22.9% | +34.5% | +28.3% |
| 1Y | +96.2% | +47.8% | +48.4% | +34.5% |
| All | +279.8% | +289.3% | -9.5% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling