+376.1%
SMH vs ABCL
-79.5%
+455.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.2% | +4.2% |
| 7D | -4.1% | +12.4% | -16.5% | -5.8% |
| 30D | -19.2% | -0.4% | -18.9% | -19.2% |
| 3M | -16.4% | +80.4% | -96.7% | -25.1% |
| 6M | -14.0% | +138.5% | -152.5% | -27.6% |
| YTD | +35.3% | +265.5% | -230.2% | +4.9% |
| 1Y | +40.4% | +219.7% | -179.2% | +11.1% |
| 3Y | +226.8% | +209.4% | +17.4% | +142.7% |
| 5Y | +232.3% | -15.0% | +247.3% | +184.7% |
| All | +376.1% | -79.5% | +455.6% | +340.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling