+86.8%
SMH vs ARWR
+195.4%
-108.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | +1.4% | -4.3% | +5.7% | +2.3% |
| 30D | -2.2% | -7.3% | +5.1% | -0.8% |
| 3M | -1.9% | +17.0% | -18.9% | -5.3% |
| 6M | +41.0% | +39.8% | +1.2% | +31.0% |
| YTD | +55.6% | +24.7% | +30.9% | +46.8% |
| 1Y | +86.8% | +186.5% | -99.6% | +42.2% |
| All | +86.8% | +195.4% | -108.5% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling