+43.4%
SMH vs ALK
-1.1%
+44.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.8% | -11.5% | -5.1% |
| 7D | -11.2% | +12.4% | -23.6% | -14.3% |
| 30D | -20.4% | +2.1% | -22.5% | -21.0% |
| 3M | -12.4% | -23.9% | +11.5% | -4.9% |
| 6M | -0.5% | +8.2% | -8.7% | -4.2% |
| YTD | +40.0% | -20.5% | +60.5% | +43.1% |
| 1Y | +43.4% | -1.0% | +44.4% | +36.8% |
| All | +43.4% | -1.1% | +44.5% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling