+44.9%
SMH vs AS
+2.8%
+42.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.4% | +7.3% | +5.5% |
| 7D | +0.5% | -3.0% | +3.6% | +1.4% |
| 30D | -14.2% | +9.6% | -23.8% | -16.5% |
| 3M | -11.5% | -8.2% | -3.3% | -9.3% |
| 6M | -12.0% | -9.9% | -2.1% | -9.9% |
| YTD | +40.8% | -16.8% | +57.6% | +44.4% |
| 1Y | +44.9% | +3.0% | +41.9% | +42.8% |
| All | +44.9% | +2.8% | +42.1% | +42.8% |
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