+204.6%
SMH vs AS
+120.4%
+84.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +1.5% |
| 7D | +2.5% | -4.9% | +7.4% | +4.0% |
| 30D | -0.5% | -19.6% | +19.1% | +6.1% |
| 3M | -9.6% | -14.4% | +4.7% | -5.9% |
| 6M | +42.1% | -20.1% | +62.2% | +50.6% |
| YTD | +57.4% | -20.9% | +78.4% | +66.7% |
| 1Y | +96.2% | -21.9% | +118.1% | +107.6% |
| All | +204.6% | +120.4% | +84.2% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling