+1,803.3%
SMH vs ALLE
+148.2%
+1,655.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.6% |
| 7D | +5.2% | +2.8% | +2.4% | +3.6% |
| 30D | -1.5% | -7.6% | +6.1% | +2.9% |
| 3M | -4.1% | +22.8% | -26.9% | -15.6% |
| 6M | +50.8% | +4.6% | +46.2% | +45.2% |
| YTD | +59.3% | -1.2% | +60.5% | +57.2% |
| 1Y | +94.1% | -9.1% | +103.2% | +100.5% |
| 3Y | +286.7% | +50.0% | +236.7% | +188.7% |
| 5Y | +339.4% | +15.2% | +324.2% | +277.4% |
| 10Y | +1,803.3% | +151.1% | +1,652.2% | +980.4% |
| All | +1,803.3% | +148.2% | +1,655.0% | +980.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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