+2,654.6%
SMH vs ALLE
+339.1%
+2,315.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +3.6% |
| 7D | -4.1% | -0.6% | -3.5% | -3.7% |
| 30D | -19.2% | +26.6% | -45.8% | -29.5% |
| 3M | -16.4% | +13.2% | -29.5% | -22.5% |
| 6M | -14.0% | +42.9% | -56.8% | -30.7% |
| YTD | +35.3% | +21.0% | +14.3% | +18.5% |
| 1Y | +40.4% | +15.2% | +25.3% | +26.4% |
| 3Y | +226.8% | +95.6% | +131.2% | +111.0% |
| 5Y | +232.3% | +53.4% | +178.9% | +143.9% |
| 10Y | +1,469.9% | +221.5% | +1,248.5% | +654.2% |
| All | +2,654.6% | +339.1% | +2,315.4% | +1,080.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling