+41.6%
SMH vs ALB
-15.8%
+57.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | +4.9% | -5.8% | +10.7% | +6.3% |
| 30D | -13.8% | -4.5% | -9.3% | -13.0% |
| 3M | -17.4% | -28.1% | +10.7% | -11.4% |
| 6M | -15.0% | -53.2% | +38.2% | -0.8% |
| YTD | +35.2% | -33.3% | +68.5% | +43.5% |
| 1Y | +41.6% | -17.4% | +59.0% | +43.4% |
| All | +41.6% | -15.8% | +57.4% | +43.4% |
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