+1,789.8%
SMH vs ARWR
+1,080.6%
+709.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | +1.4% | -4.3% | +5.7% | +2.0% |
| 30D | -2.2% | -7.3% | +5.1% | -1.2% |
| 3M | -1.9% | +17.0% | -18.9% | -4.5% |
| 6M | +41.0% | +39.8% | +1.2% | +33.3% |
| YTD | +55.6% | +24.7% | +30.9% | +49.1% |
| 1Y | +86.8% | +186.5% | -99.6% | +57.1% |
| 3Y | +277.7% | +176.8% | +100.9% | +199.8% |
| 5Y | +324.2% | +29.3% | +294.8% | +259.2% |
| All | +1,789.8% | +1,080.6% | +709.2% | +1,157.0% |
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