+339.4%
SMH vs ALB
-43.6%
+383.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.4% |
| 7D | +5.2% | -4.4% | +9.6% | +6.5% |
| 30D | -1.5% | -1.2% | -0.4% | -1.6% |
| 3M | -4.1% | -13.3% | +9.2% | -0.6% |
| 6M | +50.8% | -19.8% | +70.5% | +57.8% |
| YTD | +59.3% | -7.9% | +67.2% | +58.4% |
| 1Y | +94.1% | +60.2% | +33.9% | +60.0% |
| 3Y | +286.7% | -26.4% | +313.2% | +277.9% |
| 5Y | +339.4% | -42.5% | +382.0% | +343.0% |
| All | +339.4% | -43.6% | +383.0% | +343.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling