+216.7%
SMH vs AR
+71.8%
+144.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | -11.2% | -14.3% | +3.1% | -8.5% |
| 30D | -25.8% | +1.4% | -27.2% | -26.1% |
| 3M | -18.8% | +3.4% | -22.2% | -19.8% |
| 6M | -15.6% | -2.1% | -13.5% | -16.0% |
| YTD | +28.8% | +4.7% | +24.1% | +24.7% |
| 1Y | +32.6% | +10.6% | +22.0% | +26.3% |
| 3Y | +213.6% | +24.6% | +189.0% | +188.3% |
| All | +216.7% | +71.8% | +144.9% | +164.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling