+3,138.5%
SMH vs AR
-27.2%
+3,165.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | +2.5% | +2.5% | 0.0% | +2.2% |
| 30D | -0.5% | +14.8% | -15.3% | -2.2% |
| 3M | -9.6% | +6.2% | -15.9% | -10.6% |
| 6M | +42.1% | +4.3% | +37.8% | +40.4% |
| YTD | +57.4% | +14.4% | +43.1% | +53.4% |
| 1Y | +96.2% | +21.3% | +74.9% | +89.3% |
| 3Y | +267.9% | +39.8% | +228.1% | +246.3% |
| 5Y | +327.7% | +142.1% | +185.6% | +273.6% |
| 10Y | +1,764.6% | +52.0% | +1,712.6% | +1,482.7% |
| All | +3,138.5% | -27.2% | +3,165.8% | +2,854.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling