+1,475.7%
SMH vs ALLY
+174.3%
+1,301.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | +4.9% | +0.4% | +4.5% | +4.8% |
| 30D | -13.8% | +5.2% | -19.0% | -15.6% |
| 3M | -17.4% | -13.3% | -4.1% | -12.8% |
| 6M | -15.0% | -6.7% | -8.3% | -13.0% |
| YTD | +35.2% | -12.8% | +48.0% | +41.2% |
| 1Y | +41.6% | +0.7% | +40.9% | +39.6% |
| 3Y | +215.6% | +65.2% | +150.4% | +149.0% |
| 5Y | +233.2% | -10.1% | +243.4% | +221.9% |
| All | +1,475.7% | +174.3% | +1,301.4% | +966.9% |
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