+94.1%
SMH vs ASTS
+79.1%
+15.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.1% | -4.9% | +0.2% |
| 7D | +5.2% | +18.5% | -13.3% | +2.3% |
| 30D | -1.5% | -8.1% | +6.6% | -0.5% |
| 3M | -4.1% | -28.2% | +24.1% | -0.9% |
| 6M | +50.8% | -26.1% | +76.9% | +52.3% |
| YTD | +59.3% | -9.0% | +68.3% | +54.3% |
| 1Y | +94.1% | +62.2% | +31.9% | +80.4% |
| All | +94.1% | +79.1% | +15.0% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ASTS 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling