+161.5%
SMH vs ALAB
+471.8%
-310.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.9% |
| 7D | +4.3% | +9.6% | -5.3% | +1.8% |
| 30D | +0.9% | -5.3% | +6.1% | +1.9% |
| 3M | -2.8% | -12.0% | +9.2% | -1.1% |
| 6M | +45.6% | +145.7% | -100.1% | +17.2% |
| YTD | +59.5% | +80.7% | -21.2% | +34.1% |
| 1Y | +93.4% | +40.1% | +53.3% | +68.1% |
| All | +161.5% | +471.8% | -310.3% | +54.7% |
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