+338.0%
SMH vs ABT
-10.2%
+348.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +4.3% | -4.7% | +9.1% | +5.3% |
| 30D | +0.9% | -3.1% | +4.0% | +1.4% |
| 3M | -2.8% | +16.1% | -19.0% | -7.1% |
| 6M | +45.6% | -5.3% | +51.0% | +49.1% |
| YTD | +59.5% | -14.4% | +73.9% | +68.7% |
| 1Y | +93.4% | -18.4% | +111.8% | +107.6% |
| 3Y | +287.1% | +11.2% | +275.9% | +242.7% |
| 5Y | +338.0% | -9.4% | +347.4% | +345.9% |
| All | +338.0% | -10.2% | +348.2% | +345.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling