+43.4%
SMH vs AZO
-7.5%
+50.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.7% | -1.9% |
| 7D | -11.2% | +5.3% | -16.5% | -10.1% |
| 30D | -20.4% | +18.4% | -38.9% | -17.9% |
| 3M | -12.4% | +9.8% | -22.2% | -10.4% |
| 6M | -0.5% | -4.5% | +4.0% | +3.1% |
| YTD | +40.0% | -1.9% | +42.0% | +47.5% |
| 1Y | +43.4% | -9.5% | +52.9% | +50.2% |
| All | +43.4% | -7.5% | +50.9% | +50.2% |
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