+1,523.4%
SMH vs ALLY
+182.4%
+1,341.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.2% |
| 7D | +0.5% | -2.8% | +3.3% | +1.7% |
| 30D | -14.2% | +1.9% | -16.1% | -14.9% |
| 3M | -11.5% | -12.1% | +0.6% | -7.1% |
| 6M | -12.0% | -9.0% | -3.0% | -9.1% |
| YTD | +40.8% | -12.9% | +53.7% | +47.2% |
| 1Y | +44.9% | -0.1% | +44.9% | +43.3% |
| 3Y | +226.7% | +64.6% | +162.1% | +158.3% |
| 5Y | +250.6% | -10.1% | +260.7% | +238.7% |
| 10Y | +1,523.4% | +176.7% | +1,346.7% | +1,014.6% |
| All | +1,523.4% | +182.4% | +1,341.0% | +1,014.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling