+215.6%
SMH vs ABT
+20.8%
+194.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -2.8% |
| 7D | +4.9% | -1.3% | +6.2% | +4.7% |
| 30D | -13.8% | +6.0% | -19.8% | -12.6% |
| 3M | -17.4% | -1.9% | -15.5% | -17.3% |
| 6M | -15.0% | +31.2% | -46.2% | -11.9% |
| YTD | +35.2% | -11.2% | +46.4% | +39.5% |
| 1Y | +41.6% | -14.0% | +55.6% | +46.0% |
| 3Y | +215.6% | +20.7% | +195.0% | +221.7% |
| All | +215.6% | +20.8% | +194.8% | +221.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling