+159.8%
SMH vs AS
+137.8%
+22.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.2% |
| 7D | -6.7% | +4.5% | -11.2% | -7.9% |
| 30D | -19.8% | +13.2% | -33.1% | -22.9% |
| 3M | -15.1% | -11.9% | -3.1% | -12.2% |
| 6M | -14.6% | -11.6% | -3.1% | -12.2% |
| YTD | +34.3% | -14.7% | +49.0% | +38.6% |
| 1Y | +35.2% | +5.7% | +29.5% | +30.7% |
| All | +159.8% | +137.8% | +22.0% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling