+2,522.0%
SMH vs ALLE
+327.3%
+2,194.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.6% | +4.1% |
| 7D | -11.2% | -0.6% | -10.6% | -10.9% |
| 30D | -25.8% | +25.3% | -51.1% | -34.9% |
| 3M | -18.8% | +10.3% | -29.1% | -23.8% |
| 6M | -15.6% | +38.0% | -53.7% | -30.8% |
| YTD | +28.8% | +17.8% | +11.1% | +14.4% |
| 1Y | +32.6% | +13.6% | +19.0% | +20.0% |
| 3Y | +213.6% | +89.2% | +124.4% | +106.1% |
| 5Y | +222.4% | +51.1% | +171.4% | +138.4% |
| 10Y | +1,429.6% | +228.1% | +1,201.5% | +627.9% |
| All | +2,522.0% | +327.3% | +2,194.7% | +1,040.1% |
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