+390.1%
SMH vs ABCL
-81.0%
+471.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.6% |
| 7D | +12.1% | +4.4% | +7.7% | +11.2% |
| 30D | -14.7% | -7.9% | -6.8% | -13.6% |
| 3M | -14.2% | +12.2% | -26.4% | -16.3% |
| 6M | -10.6% | +134.7% | -145.4% | -24.6% |
| YTD | +39.3% | +239.8% | -200.4% | +9.2% |
| 1Y | +41.6% | +192.7% | -151.1% | +13.5% |
| 3Y | +223.4% | +187.6% | +35.7% | +142.9% |
| 5Y | +243.5% | -22.6% | +266.1% | +198.3% |
| All | +390.1% | -81.0% | +471.0% | +358.2% |
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