+121.6%
SMH vs ALAB
+322.1%
-200.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.3% |
| 7D | +4.9% | +16.3% | -11.4% | +0.9% |
| 30D | -13.8% | -26.1% | +12.3% | -7.6% |
| 3M | -17.4% | -31.3% | +13.9% | -10.6% |
| 6M | -15.0% | -1.0% | -14.0% | -16.1% |
| YTD | +35.2% | +33.3% | +1.8% | +21.3% |
| 1Y | +41.6% | +53.5% | -11.9% | +22.0% |
| All | +121.6% | +322.1% | -200.4% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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