+43.4%
SMH vs AS
+3.3%
+40.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.1% | -7.9% | -4.1% |
| 7D | -11.2% | +13.8% | -24.9% | -14.5% |
| 30D | -20.4% | +16.7% | -37.1% | -24.1% |
| 3M | -12.4% | -11.5% | -0.9% | -9.0% |
| 6M | -0.5% | -5.5% | +5.0% | +0.2% |
| YTD | +40.0% | -14.2% | +54.2% | +42.6% |
| 1Y | +43.4% | +2.1% | +41.3% | +39.6% |
| All | +43.4% | +3.3% | +40.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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