+1,097.4%
SMH vs ARWR
-53.5%
+1,150.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.4% | -1.0% |
| 7D | +12.1% | -17.9% | +30.0% | +12.3% |
| 30D | -14.7% | -18.9% | +4.2% | -14.5% |
| 3M | -14.2% | -46.0% | +31.8% | -13.6% |
| 6M | -10.6% | -40.3% | +29.7% | -10.1% |
| YTD | +39.3% | -29.0% | +68.3% | +39.8% |
| 1Y | +41.6% | +13.8% | +27.7% | +41.1% |
| 3Y | +223.4% | +74.9% | +148.5% | +219.4% |
| 5Y | +243.5% | -36.2% | +279.7% | +241.9% |
| 10Y | +1,506.6% | +1,028.0% | +478.7% | +1,455.7% |
| All | +1,097.4% | -53.5% | +1,150.9% | +1,088.7% |
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