+286.7%
SMH vs ALB
-27.5%
+314.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.6% |
| 7D | +5.2% | -4.4% | +9.6% | +6.3% |
| 30D | -1.5% | -1.2% | -0.4% | -1.6% |
| 3M | -4.1% | -13.3% | +9.2% | -1.3% |
| 6M | +50.8% | -19.8% | +70.5% | +56.4% |
| YTD | +59.3% | -7.9% | +67.2% | +58.9% |
| 1Y | +94.1% | +60.2% | +33.9% | +67.7% |
| 3Y | +286.7% | -26.4% | +313.2% | +266.2% |
| All | +286.7% | -27.5% | +314.2% | +266.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling