+338.0%
SMH vs ARMK
+146.8%
+191.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | +4.3% | +0.3% | +4.0% | +4.1% |
| 30D | +0.9% | +2.4% | -1.5% | -0.6% |
| 3M | -2.8% | +6.1% | -8.9% | -6.1% |
| 6M | +45.6% | +41.8% | +3.9% | +20.3% |
| YTD | +59.5% | +55.5% | +3.9% | +24.9% |
| 1Y | +93.4% | +49.6% | +43.9% | +54.0% |
| 3Y | +287.1% | +122.8% | +164.3% | +137.4% |
| 5Y | +338.0% | +151.0% | +187.1% | +148.6% |
| All | +338.0% | +146.8% | +191.2% | +148.6% |
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