+1,876.8%
SMH vs AR
+43.0%
+1,833.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +4.3% | -1.2% | +5.5% | +4.5% |
| 30D | +0.9% | +5.5% | -4.7% | +0.1% |
| 3M | -2.8% | +12.9% | -15.7% | -4.6% |
| 6M | +45.6% | +0.1% | +45.5% | +44.7% |
| YTD | +59.5% | +13.5% | +45.9% | +55.4% |
| 1Y | +93.4% | +21.6% | +71.9% | +86.4% |
| 3Y | +287.1% | +46.0% | +241.1% | +262.5% |
| 5Y | +338.0% | +143.7% | +194.3% | +283.5% |
| 10Y | +1,876.8% | +44.3% | +1,832.5% | +1,689.2% |
| All | +1,876.8% | +43.0% | +1,833.8% | +1,689.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling