+1,063.2%
SMH vs ALK
+508.1%
+555.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.1% | -2.0% | +2.9% |
| 7D | -4.1% | +8.9% | -13.0% | -6.8% |
| 30D | -19.2% | +5.9% | -25.2% | -21.1% |
| 3M | -16.4% | -16.5% | +0.2% | -12.3% |
| 6M | -14.0% | +2.1% | -16.1% | -16.0% |
| YTD | +35.3% | -17.1% | +52.4% | +39.4% |
| 1Y | +40.4% | -2.9% | +43.3% | +37.3% |
| 3Y | +226.8% | +24.5% | +202.4% | +181.9% |
| 5Y | +232.3% | -29.1% | +261.4% | +237.1% |
| 10Y | +1,469.9% | -39.1% | +1,509.1% | +1,387.4% |
| All | +1,063.2% | +508.1% | +555.1% | +245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling