+43.4%
SMH vs ALB
+4.7%
+38.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.3% | -8.0% | -4.0% |
| 7D | -11.2% | -2.1% | -9.1% | -10.8% |
| 30D | -20.4% | -9.0% | -11.4% | -18.8% |
| 3M | -12.4% | -21.1% | +8.7% | -8.3% |
| 6M | -0.5% | -49.9% | +49.4% | +14.1% |
| YTD | +40.0% | -32.3% | +72.3% | +48.1% |
| 1Y | +43.4% | +8.6% | +34.8% | +38.6% |
| All | +43.4% | +4.7% | +38.7% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling