+338.0%
SMH vs ARWR
+25.7%
+312.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.7% |
| 7D | +4.3% | -3.2% | +7.5% | +5.0% |
| 30D | +0.9% | -6.5% | +7.3% | +2.2% |
| 3M | -2.8% | +12.7% | -15.5% | -5.7% |
| 6M | +45.6% | +36.2% | +9.4% | +35.3% |
| YTD | +59.5% | +24.5% | +35.0% | +50.2% |
| 1Y | +93.4% | +198.0% | -104.5% | +50.0% |
| 3Y | +287.1% | +176.4% | +110.7% | +174.7% |
| 5Y | +338.0% | +26.6% | +311.5% | +259.4% |
| All | +338.0% | +25.7% | +312.4% | +259.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling