+847.7%
SMH vs ALC
+26.4%
+821.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.6% |
| 7D | +12.1% | -6.2% | +18.2% | +15.3% |
| 30D | -14.7% | +14.0% | -28.7% | -20.5% |
| 3M | -14.2% | -2.4% | -11.8% | -14.1% |
| 6M | -10.6% | +12.6% | -23.2% | -17.8% |
| YTD | +39.3% | -8.4% | +47.7% | +41.1% |
| 1Y | +41.6% | -9.1% | +50.7% | +43.8% |
| 3Y | +223.4% | -0.3% | +223.6% | +199.3% |
| 5Y | +243.5% | -9.9% | +253.4% | +234.3% |
| All | +847.7% | +26.4% | +821.3% | +645.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling