+279.8%
SMH vs ALLY
+74.0%
+205.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +2.5% | +3.7% | -1.2% | +1.0% |
| 30D | -0.5% | -2.3% | +1.8% | +0.4% |
| 3M | -9.6% | +3.8% | -13.5% | -11.1% |
| 6M | +42.1% | +9.7% | +32.4% | +36.2% |
| YTD | +57.4% | -1.4% | +58.9% | +57.0% |
| 1Y | +96.2% | +8.2% | +88.0% | +87.7% |
| All | +279.8% | +74.0% | +205.8% | +222.3% |
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