+339.4%
SMH vs AR
+140.6%
+198.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +5.2% | -1.8% | +7.1% | +5.6% |
| 30D | -1.5% | +12.6% | -14.1% | -3.9% |
| 3M | -4.1% | +10.0% | -14.1% | -6.4% |
| 6M | +50.8% | +0.6% | +50.1% | +49.0% |
| YTD | +59.3% | +13.4% | +45.9% | +52.6% |
| 1Y | +94.1% | +21.7% | +72.4% | +82.1% |
| 3Y | +286.7% | +45.8% | +240.9% | +246.8% |
| 5Y | +339.4% | +144.3% | +195.2% | +261.1% |
| All | +339.4% | +140.6% | +198.8% | +261.1% |
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