+1,253.2%
SMH vs ARWR
-14.9%
+1,268.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +2.5% | +1.7% | +0.8% | +2.5% |
| 30D | -0.5% | -0.7% | +0.2% | -0.5% |
| 3M | -9.6% | +14.9% | -24.5% | -9.8% |
| 6M | +42.1% | +32.6% | +9.4% | +41.5% |
| YTD | +57.4% | +30.0% | +27.4% | +56.8% |
| 1Y | +96.2% | +208.4% | -112.1% | +93.3% |
| 3Y | +267.9% | +208.8% | +59.1% | +260.9% |
| 5Y | +327.7% | +27.8% | +299.9% | +322.2% |
| 10Y | +1,764.6% | +1,107.6% | +657.1% | +1,696.6% |
| All | +1,253.2% | -14.9% | +1,268.1% | +1,233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling