+35.2%
SMH vs AR
+9.7%
+25.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.1% | +4.8% |
| 7D | -6.7% | -5.8% | -1.0% | -7.7% |
| 30D | -19.8% | +4.8% | -24.7% | -18.9% |
| 3M | -15.1% | +1.5% | -16.6% | -14.4% |
| 6M | -14.6% | +4.7% | -19.3% | -12.9% |
| YTD | +34.3% | +9.2% | +25.1% | +34.4% |
| 1Y | +35.2% | +11.2% | +24.0% | +35.0% |
| All | +35.2% | +9.7% | +25.5% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling