+1,475.7%
SMH vs ARWR
+1,024.2%
+451.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.2% |
| 7D | +4.9% | -17.8% | +22.8% | +7.7% |
| 30D | -13.8% | -18.1% | +4.3% | -11.4% |
| 3M | -17.4% | -44.2% | +26.8% | -10.2% |
| 6M | -15.0% | -38.6% | +23.7% | -9.3% |
| YTD | +35.2% | -28.0% | +63.2% | +40.0% |
| 1Y | +41.6% | +16.1% | +25.5% | +35.5% |
| 3Y | +215.6% | +84.0% | +131.6% | +164.8% |
| 5Y | +233.2% | -35.4% | +268.6% | +209.8% |
| All | +1,475.7% | +1,024.2% | +451.4% | +993.3% |
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