+43.4%
SMH vs AUR
-17.4%
+60.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -1.5% |
| 7D | -11.2% | -19.8% | +8.7% | -5.9% |
| 30D | -20.4% | -29.0% | +8.6% | -13.1% |
| 3M | -12.4% | -43.6% | +31.2% | +1.3% |
| 6M | -0.5% | -36.6% | +36.1% | +10.5% |
| YTD | +40.0% | +6.3% | +33.8% | +33.9% |
| 1Y | +43.4% | -9.0% | +52.4% | +42.1% |
| All | +43.4% | -17.4% | +60.8% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling