+1,256.8%
SMH vs ALB
+1,492.9%
-236.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.8% |
| 7D | +0.3% | -6.6% | +6.9% | +2.9% |
| 30D | -2.8% | -8.1% | +5.3% | -0.2% |
| 3M | -6.7% | -25.7% | +19.0% | +3.6% |
| 6M | +41.8% | -29.5% | +71.2% | +57.9% |
| YTD | +57.9% | -16.2% | +74.1% | +62.2% |
| 1Y | +87.6% | +59.2% | +28.4% | +46.6% |
| 3Y | +282.9% | -33.7% | +316.7% | +275.9% |
| 5Y | +330.4% | -48.1% | +378.5% | +340.7% |
| 10Y | +1,857.0% | +75.4% | +1,781.6% | +917.3% |
| All | +1,256.8% | +1,492.9% | -236.1% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling