+971.0%
SMH vs ALC
+24.0%
+947.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.7% |
| 7D | +2.5% | -2.1% | +4.6% | +3.5% |
| 30D | -0.5% | -0.1% | -0.4% | -0.7% |
| 3M | -9.6% | +5.9% | -15.5% | -13.2% |
| 6M | +42.1% | -15.9% | +58.0% | +52.7% |
| YTD | +57.4% | -10.1% | +67.6% | +62.4% |
| 1Y | +96.2% | -10.2% | +106.4% | +101.6% |
| 3Y | +267.9% | -13.6% | +281.5% | +274.4% |
| 5Y | +327.7% | -15.1% | +342.8% | +333.3% |
| All | +971.0% | +24.0% | +947.0% | +758.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling