+240.5%
SMH vs ALB
-62.6%
+303.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.5% | +0.4% |
| 7D | -6.7% | +5.3% | -12.0% | -8.4% |
| 30D | -19.8% | -6.3% | -13.6% | -18.5% |
| 3M | -15.1% | -27.4% | +12.3% | -7.5% |
| 6M | -14.6% | -53.1% | +38.4% | +5.2% |
| YTD | +34.3% | -32.3% | +66.6% | +45.4% |
| 1Y | +35.2% | -7.3% | +42.5% | +32.5% |
| 3Y | +211.7% | -14.9% | +226.6% | +177.9% |
| 5Y | +240.5% | -62.0% | +302.5% | +291.3% |
| All | +240.5% | -62.6% | +303.1% | +291.3% |
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