+1,237.1%
SMH vs AU
+661.1%
+576.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.8% | -2.0% |
| 7D | +1.4% | -7.0% | +8.4% | +2.1% |
| 30D | -2.2% | +7.3% | -9.5% | -3.0% |
| 3M | -1.9% | +33.2% | -35.1% | -4.7% |
| 6M | +41.0% | -0.6% | +41.6% | +40.4% |
| YTD | +55.6% | +26.2% | +29.4% | +51.4% |
| 1Y | +86.8% | +68.3% | +18.6% | +77.1% |
| 3Y | +277.7% | +592.1% | -314.5% | +213.9% |
| 5Y | +324.2% | +685.3% | -361.1% | +244.4% |
| 10Y | +1,828.6% | +682.5% | +1,146.1% | +1,408.9% |
| All | +1,237.1% | +661.1% | +576.0% | +1,043.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling