+1,789.8%
SMH vs ARMK
+138.5%
+1,651.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.4% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | -2.2% | -5.9% | +3.7% | -0.2% |
| 3M | -1.9% | +6.7% | -8.6% | -4.2% |
| 6M | +41.0% | +42.5% | -1.5% | +24.2% |
| YTD | +55.6% | +55.1% | +0.4% | +32.9% |
| 1Y | +86.8% | +50.3% | +36.5% | +60.9% |
| 3Y | +277.7% | +122.2% | +155.5% | +182.6% |
| 5Y | +324.2% | +155.2% | +169.0% | +204.0% |
| All | +1,789.8% | +138.5% | +1,651.2% | +1,367.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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