+216.7%
SMH vs ALK
-34.8%
+251.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | -11.2% | +9.0% | -20.2% | -14.2% |
| 30D | -25.8% | -1.6% | -24.1% | -25.7% |
| 3M | -18.8% | -23.2% | +4.4% | -11.4% |
| 6M | -15.6% | -3.9% | -11.7% | -16.2% |
| YTD | +28.8% | -22.6% | +51.4% | +36.3% |
| 1Y | +32.6% | -5.3% | +37.9% | +29.4% |
| 3Y | +213.6% | +18.6% | +195.1% | +147.4% |
| All | +216.7% | -34.8% | +251.5% | +218.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling