+286.7%
SMH vs ALC
-15.5%
+302.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.1% | +1.7% |
| 7D | +5.2% | -3.7% | +8.9% | +6.2% |
| 30D | -1.5% | -3.7% | +2.2% | -0.8% |
| 3M | -4.1% | +4.6% | -8.6% | -6.0% |
| 6M | +50.8% | -14.6% | +65.4% | +58.0% |
| YTD | +59.3% | -11.9% | +71.2% | +64.6% |
| 1Y | +94.1% | -13.1% | +107.2% | +101.4% |
| 3Y | +286.7% | -15.0% | +301.7% | +305.6% |
| All | +286.7% | -15.5% | +302.2% | +305.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling