+1,253.2%
SMH vs APH
+5,502.5%
-4,249.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -47.8% | +49.7% | +31.0% |
| 7D | -1.0% | -48.7% | +47.7% | +28.8% |
| 30D | -0.5% | -51.9% | +51.5% | +35.0% |
| 3M | -9.6% | -43.6% | +33.9% | +10.4% |
| 6M | +42.1% | -37.5% | +79.6% | +59.8% |
| YTD | +57.4% | -38.6% | +96.1% | +74.6% |
| 1Y | +96.2% | -26.3% | +122.6% | +91.3% |
| 3Y | +267.9% | +89.2% | +178.7% | +92.1% |
| 5Y | +327.7% | +119.8% | +207.9% | +107.4% |
| 10Y | +1,764.6% | +454.3% | +1,310.4% | +420.0% |
| All | +1,253.2% | +5,502.5% | -4,249.3% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling