+43.4%
SMH vs APTV
-46.4%
+89.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.6% | -7.4% | -3.7% |
| 7D | -11.2% | -1.9% | -9.3% | -10.9% |
| 30D | -20.4% | -1.4% | -19.0% | -20.3% |
| 3M | -12.4% | -9.3% | -3.1% | -10.7% |
| 6M | -0.5% | -27.3% | +26.8% | +8.0% |
| YTD | +40.0% | -43.1% | +83.2% | +57.8% |
| 1Y | +43.4% | -46.5% | +89.9% | +65.0% |
| All | +43.4% | -46.4% | +89.8% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling