+327.2%
SMH vs AU
+686.2%
-359.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +0.3% | -4.3% | +4.5% | +1.0% |
| 30D | -2.8% | +7.3% | -10.1% | -4.1% |
| 3M | -6.7% | +26.3% | -33.0% | -10.7% |
| 6M | +41.8% | +1.8% | +40.0% | +39.7% |
| YTD | +57.9% | +26.8% | +31.1% | +50.6% |
| 1Y | +87.6% | +66.7% | +21.0% | +72.2% |
| 3Y | +282.9% | +579.1% | -296.1% | +186.4% |
| All | +327.2% | +686.2% | -359.0% | +198.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling