+216.7%
SMH vs APH
+280.5%
-63.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +0.4% |
| 7D | -11.2% | -5.9% | -5.3% | -6.8% |
| 30D | -25.8% | -14.8% | -11.0% | -15.8% |
| 3M | -18.8% | -12.4% | -6.4% | -10.4% |
| 6M | -15.6% | +8.1% | -23.7% | -22.2% |
| YTD | +28.8% | +10.9% | +17.9% | +9.1% |
| 1Y | +32.6% | +8.8% | +23.8% | +13.8% |
| 3Y | +213.6% | +262.1% | -48.4% | -28.6% |
| All | +216.7% | +280.5% | -63.8% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling