+324.2%
SMH vs APTV
-69.7%
+393.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -3.6% |
| 7D | +1.4% | -1.8% | +3.2% | +2.0% |
| 30D | -2.2% | -7.9% | +5.7% | +1.0% |
| 3M | -1.9% | -29.9% | +28.1% | +13.0% |
| 6M | +41.0% | -36.6% | +77.6% | +68.0% |
| YTD | +55.6% | -40.0% | +95.5% | +88.6% |
| 1Y | +86.8% | -44.0% | +130.8% | +133.7% |
| 3Y | +277.7% | -54.5% | +332.2% | +399.0% |
| 5Y | +324.2% | -68.8% | +393.0% | +565.3% |
| All | +324.2% | -69.7% | +393.8% | +565.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling