+328.5%
SMH vs ALK
-25.3%
+353.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.1% |
| 7D | +2.5% | -0.7% | +3.2% | +2.7% |
| 30D | -0.5% | -19.2% | +18.8% | +7.2% |
| 3M | -9.6% | -1.5% | -8.1% | -10.0% |
| 6M | +42.1% | -13.1% | +55.1% | +46.0% |
| YTD | +57.4% | -16.4% | +73.9% | +63.0% |
| 1Y | +96.2% | -33.1% | +129.3% | +118.9% |
| 3Y | +267.9% | +0.6% | +267.3% | +224.2% |
| All | +328.5% | -25.3% | +353.8% | +315.6% |
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 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