+284.1%
SMH vs ARM
+366.2%
-82.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.6% | 0.0% |
| 7D | +5.2% | +11.4% | -6.1% | +1.7% |
| 30D | -1.5% | -7.4% | +5.9% | +0.7% |
| 3M | -4.1% | -24.5% | +20.4% | +3.3% |
| 6M | +50.8% | +128.7% | -77.9% | +12.9% |
| YTD | +59.3% | +139.3% | -79.9% | +17.3% |
| 1Y | +94.1% | +88.0% | +6.1% | +52.9% |
| All | +284.1% | +366.2% | -82.0% | +151.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling