+3,092.7%
SMH vs ARMK
+350.8%
+2,741.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.9% |
| 7D | +2.5% | -2.4% | +4.9% | +3.3% |
| 30D | -0.5% | 0.0% | -0.5% | -0.7% |
| 3M | -9.6% | +6.7% | -16.3% | -11.8% |
| 6M | +42.1% | +38.8% | +3.3% | +26.4% |
| YTD | +57.4% | +55.2% | +2.3% | +34.6% |
| 1Y | +96.2% | +46.6% | +49.6% | +70.6% |
| 3Y | +267.9% | +112.9% | +155.0% | +179.4% |
| 5Y | +327.7% | +144.0% | +183.7% | +210.3% |
| 10Y | +1,764.6% | +132.4% | +1,632.2% | +1,261.3% |
| All | +3,092.7% | +350.8% | +2,741.8% | +1,978.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling