+460.9%
SMH vs ABCL
-81.9%
+542.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.6% |
| 7D | +4.3% | -2.7% | +7.1% | +4.8% |
| 30D | +0.9% | +18.3% | -17.5% | -2.2% |
| 3M | -2.8% | +108.5% | -111.3% | -15.6% |
| 6M | +45.6% | +213.9% | -168.3% | +17.2% |
| YTD | +59.5% | +223.1% | -163.6% | +26.4% |
| 1Y | +93.4% | +160.6% | -67.2% | +57.4% |
| 3Y | +287.1% | +104.3% | +182.8% | +206.6% |
| 5Y | +338.0% | -40.0% | +378.1% | +289.9% |
| All | +460.9% | -81.9% | +542.8% | +430.2% |
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