+210.6%
SMH vs ARM
+211.3%
-0.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +2.1% |
| 7D | -11.2% | -15.2% | +4.0% | -6.3% |
| 30D | -25.8% | -40.7% | +14.9% | -12.5% |
| 3M | -18.8% | -39.1% | +20.3% | -6.1% |
| 6M | -15.6% | -26.4% | +10.8% | -9.9% |
| YTD | +28.8% | +59.7% | -30.9% | +6.8% |
| 1Y | +32.6% | +10.3% | +22.2% | +22.7% |
| 3Y | +213.6% | +228.9% | -15.2% | +122.7% |
| All | +210.6% | +211.3% | -0.6% | +128.9% |
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