+96.2%
SMH vs AZO
-28.9%
+125.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.7% |
| 7D | +2.5% | +0.7% | +1.8% | +2.6% |
| 30D | -0.5% | -2.7% | +2.2% | -0.8% |
| 3M | -9.6% | -3.2% | -6.4% | -9.6% |
| 6M | +42.1% | -19.7% | +61.8% | +41.3% |
| YTD | +57.4% | -12.0% | +69.5% | +61.2% |
| 1Y | +96.2% | -29.5% | +125.7% | +88.1% |
| All | +96.2% | -28.9% | +125.1% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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