+328.5%
SMH vs ALLE
+13.7%
+314.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.1% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | -0.5% | -6.8% | +6.3% | +3.3% |
| 3M | -9.6% | +21.0% | -30.7% | -19.6% |
| 6M | +42.1% | +1.1% | +41.0% | +39.9% |
| YTD | +57.4% | -0.5% | +58.0% | +54.9% |
| 1Y | +96.2% | -7.3% | +103.5% | +100.8% |
| 3Y | +267.9% | +42.3% | +225.7% | +178.2% |
| All | +328.5% | +13.7% | +314.8% | +243.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling