+1,524.2%
SMH vs ARWR
+1,009.4%
+514.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.4% | -0.4% |
| 7D | +12.1% | -17.9% | +30.0% | +15.1% |
| 30D | -14.7% | -18.9% | +4.2% | -12.2% |
| 3M | -14.2% | -46.0% | +31.8% | -6.3% |
| 6M | -10.6% | -40.3% | +29.7% | -4.3% |
| YTD | +39.3% | -29.0% | +68.3% | +44.6% |
| 1Y | +41.6% | +13.8% | +27.7% | +35.9% |
| 3Y | +223.4% | +74.9% | +148.5% | +173.3% |
| 5Y | +243.5% | -36.2% | +279.7% | +220.0% |
| All | +1,524.2% | +1,009.4% | +514.8% | +1,029.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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