+327.2%
SMH vs AUR
-35.1%
+362.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.2% |
| 7D | +0.3% | +1.4% | -1.2% | 0.0% |
| 30D | -2.8% | -6.4% | +3.6% | -2.0% |
| 3M | -6.7% | +7.7% | -14.4% | -8.1% |
| 6M | +41.8% | +44.5% | -2.7% | +32.7% |
| YTD | +57.9% | +67.4% | -9.6% | +44.0% |
| 1Y | +87.6% | +15.4% | +72.2% | +80.0% |
| 3Y | +282.9% | +94.8% | +188.1% | +206.9% |
| All | +327.2% | -35.1% | +362.3% | +232.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling