+240.5%
SMH vs ALC
-9.1%
+249.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.2% |
| 7D | -6.7% | +2.3% | -9.1% | -7.8% |
| 30D | -19.8% | +15.5% | -35.4% | -25.0% |
| 3M | -15.1% | +0.6% | -15.6% | -15.9% |
| 6M | -14.6% | +18.4% | -33.0% | -22.6% |
| YTD | +34.3% | -5.6% | +39.9% | +35.1% |
| 1Y | +35.2% | 0.0% | +35.2% | +31.2% |
| 3Y | +211.7% | +2.8% | +208.9% | +182.7% |
| 5Y | +240.5% | -8.8% | +249.3% | +241.1% |
| All | +240.5% | -9.1% | +249.6% | +241.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling