+43.4%
SMH vs ARM
+18.4%
+25.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.5% | -0.9% |
| 7D | -11.2% | -18.7% | +7.5% | -4.5% |
| 30D | -20.4% | -36.7% | +16.2% | -7.1% |
| 3M | -12.4% | -31.6% | +19.2% | -1.6% |
| 6M | -0.5% | -5.6% | +5.1% | -0.8% |
| YTD | +40.0% | +75.5% | -35.4% | +7.6% |
| 1Y | +43.4% | +19.3% | +24.1% | +44.7% |
| All | +43.4% | +18.4% | +25.0% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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