+1,061.7%
SMH vs ALB
+1,167.8%
-106.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.5% |
| 7D | +4.9% | -5.8% | +10.7% | +7.3% |
| 30D | -13.8% | -4.5% | -9.3% | -12.6% |
| 3M | -17.4% | -28.1% | +10.7% | -7.3% |
| 6M | -15.0% | -53.2% | +38.2% | +12.0% |
| YTD | +35.2% | -33.3% | +68.5% | +50.7% |
| 1Y | +41.6% | -17.4% | +59.0% | +44.4% |
| 3Y | +215.6% | -14.1% | +229.8% | +175.6% |
| 5Y | +233.2% | -64.0% | +297.3% | +294.3% |
| 10Y | +1,458.7% | +32.8% | +1,425.8% | +802.5% |
| All | +1,061.7% | +1,167.8% | -106.1% | +80.7% |
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