+1,876.8%
SMH vs ALB
+80.1%
+1,796.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +1.0% |
| 7D | +4.3% | -8.6% | +12.9% | +7.2% |
| 30D | +0.9% | -4.0% | +4.9% | +1.7% |
| 3M | -2.8% | -17.4% | +14.6% | +2.6% |
| 6M | +45.6% | -25.4% | +71.0% | +56.6% |
| YTD | +59.5% | -10.5% | +70.0% | +60.0% |
| 1Y | +93.4% | +75.8% | +17.6% | +52.8% |
| 3Y | +287.1% | -28.5% | +315.6% | +276.2% |
| 5Y | +338.0% | -45.1% | +383.2% | +347.0% |
| 10Y | +1,876.8% | +87.3% | +1,789.5% | +1,061.1% |
| All | +1,876.8% | +80.1% | +1,796.7% | +1,061.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling