+1,054.2%
SMH vs ARWR
-51.7%
+1,105.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -6.7% | -17.7% | +11.0% | -6.5% |
| 30D | -19.8% | -21.9% | +2.1% | -19.6% |
| 3M | -15.1% | -44.5% | +29.5% | -14.5% |
| 6M | -14.6% | -32.6% | +18.0% | -14.3% |
| YTD | +34.3% | -26.2% | +60.5% | +34.7% |
| 1Y | +35.2% | +23.0% | +12.3% | +34.7% |
| 3Y | +211.7% | +81.8% | +129.9% | +207.7% |
| 5Y | +240.5% | -36.0% | +276.5% | +238.8% |
| 10Y | +1,487.3% | +1,039.5% | +447.8% | +1,436.5% |
| All | +1,054.2% | -51.7% | +1,105.9% | +1,045.2% |
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 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