+213.6%
SMH vs ALLY
+54.4%
+159.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.3% |
| 7D | -11.2% | +0.9% | -12.1% | -11.6% |
| 30D | -25.8% | +3.1% | -28.9% | -26.8% |
| 3M | -18.8% | -12.6% | -6.2% | -14.5% |
| 6M | -15.6% | -12.4% | -3.2% | -11.4% |
| YTD | +28.8% | -13.2% | +42.0% | +35.0% |
| 1Y | +32.6% | +1.8% | +30.7% | +29.6% |
| 3Y | +213.6% | +58.0% | +155.7% | +177.7% |
| All | +213.6% | +54.4% | +159.3% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling