+1,803.3%
SMH vs ALK
-38.6%
+1,841.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +2.2% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | -1.5% | -18.5% | +16.9% | +4.8% |
| 3M | -4.1% | -3.6% | -0.5% | -3.7% |
| 6M | +50.8% | -3.7% | +54.4% | +49.9% |
| YTD | +59.3% | -19.0% | +78.3% | +66.2% |
| 1Y | +94.1% | -36.0% | +130.1% | +116.6% |
| 3Y | +286.7% | +2.3% | +284.4% | +252.7% |
| 5Y | +339.4% | -27.8% | +367.2% | +340.4% |
| 10Y | +1,803.3% | -39.0% | +1,842.2% | +1,733.5% |
| All | +1,803.3% | -38.6% | +1,841.8% | +1,733.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling