+43.4%
SMH vs ALLY
+4.2%
+39.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.8% | -6.5% | -4.0% |
| 7D | -11.2% | +2.4% | -13.6% | -11.8% |
| 30D | -20.4% | +5.6% | -26.0% | -22.0% |
| 3M | -12.4% | -11.7% | -0.7% | -8.2% |
| 6M | -0.5% | -7.0% | +6.5% | +1.9% |
| YTD | +40.0% | -10.4% | +50.5% | +45.0% |
| 1Y | +43.4% | +2.4% | +41.0% | +36.6% |
| All | +43.4% | +4.2% | +39.2% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling