+3,104.4%
SMH vs ALLE
+260.9%
+2,843.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 3M | -9.6% | +21.0% | -30.7% | -19.6% |
| 6M | +42.1% | +1.1% | +41.0% | +39.6% |
| YTD | +57.4% | -0.5% | +58.0% | +54.8% |
| 1Y | +96.2% | -7.3% | +103.5% | +100.2% |
| 3Y | +267.9% | +42.3% | +225.7% | +186.4% |
| 5Y | +327.7% | +13.5% | +314.2% | +272.9% |
| 10Y | +1,764.6% | +144.0% | +1,620.6% | +944.8% |
| All | +3,104.4% | +260.9% | +2,843.5% | +1,442.8% |
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