+1,475.7%
SMH vs ALK
-45.9%
+1,521.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.5% |
| 7D | +4.9% | -1.2% | +6.1% | +5.3% |
| 30D | -13.8% | +7.7% | -21.5% | -16.3% |
| 3M | -17.4% | -19.0% | +1.6% | -12.3% |
| 6M | -15.0% | -0.2% | -14.8% | -16.4% |
| YTD | +35.2% | -23.5% | +58.7% | +42.8% |
| 1Y | +41.6% | -9.1% | +50.7% | +41.1% |
| 3Y | +215.6% | +12.0% | +203.6% | +177.7% |
| 5Y | +233.2% | -30.9% | +264.1% | +237.9% |
| All | +1,475.7% | -45.9% | +1,521.6% | +1,464.6% |
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