+1,817.6%
SMH vs ABT
+201.3%
+1,616.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +2.1% |
| 7D | +0.3% | -5.9% | +6.2% | +3.0% |
| 30D | -2.8% | -8.1% | +5.3% | +0.7% |
| 3M | -6.7% | +14.5% | -21.2% | -14.1% |
| 6M | +41.8% | -6.3% | +48.1% | +43.8% |
| YTD | +57.9% | -17.1% | +75.0% | +69.8% |
| 1Y | +87.6% | -21.4% | +109.0% | +106.5% |
| 3Y | +282.9% | +5.9% | +277.0% | +238.7% |
| 5Y | +330.4% | -12.8% | +343.2% | +327.7% |
| All | +1,817.6% | +201.3% | +1,616.3% | +873.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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