+233.7%
SMH vs ARMK
+106.7%
+127.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | +4.9% | +2.7% | +2.2% | +3.5% |
| 30D | -13.8% | -1.5% | -12.3% | -12.9% |
| 3M | -17.4% | -11.6% | -5.8% | -11.8% |
| 6M | -15.0% | +6.7% | -21.7% | -18.2% |
| YTD | +35.2% | +47.4% | -12.3% | +8.0% |
| 1Y | +41.6% | +41.5% | +0.1% | +15.5% |
| 3Y | +215.6% | +95.5% | +120.1% | +104.7% |
| All | +233.7% | +106.7% | +127.0% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling