+282.9%
SMH vs AZO
+10.0%
+272.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +0.3% | -3.6% | +3.8% | +0.2% |
| 30D | -2.8% | -5.6% | +2.8% | -2.9% |
| 3M | -6.7% | -6.6% | -0.1% | -6.8% |
| 6M | +41.8% | -22.5% | +64.3% | +43.0% |
| YTD | +57.9% | -15.2% | +73.0% | +58.9% |
| 1Y | +87.6% | -33.9% | +121.6% | +91.7% |
| 3Y | +282.9% | +11.8% | +271.1% | +257.9% |
| All | +282.9% | +10.0% | +272.9% | +257.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling