+213.6%
SMH vs ABCL
+156.0%
+57.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.7% | -3.1% | +2.5% |
| 7D | -11.2% | -3.2% | -8.0% | -10.7% |
| 30D | -25.8% | -7.4% | -18.4% | -24.9% |
| 3M | -18.8% | +81.9% | -100.7% | -27.3% |
| 6M | -15.6% | +135.7% | -151.3% | -29.0% |
| YTD | +28.8% | +247.4% | -218.5% | +0.2% |
| 1Y | +32.6% | +162.3% | -129.7% | +7.6% |
| 3Y | +213.6% | +165.5% | +48.2% | +131.0% |
| All | +213.6% | +156.0% | +57.6% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling