+1,817.6%
SMH vs AU
+699.0%
+1,118.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +0.3% | -4.3% | +4.5% | +0.7% |
| 30D | -2.8% | +7.3% | -10.1% | -3.7% |
| 3M | -6.7% | +26.3% | -33.0% | -9.3% |
| 6M | +41.8% | +1.8% | +40.0% | +40.5% |
| YTD | +57.9% | +26.8% | +31.1% | +53.1% |
| 1Y | +87.6% | +66.7% | +21.0% | +77.5% |
| 3Y | +282.9% | +579.1% | -296.1% | +218.9% |
| 5Y | +330.4% | +689.3% | -358.9% | +249.9% |
| All | +1,817.6% | +699.0% | +1,118.6% | +1,542.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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