+339.4%
SMH vs ALLY
-0.2%
+339.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +2.6% |
| 7D | +5.2% | +1.0% | +4.2% | +4.7% |
| 30D | -1.5% | -3.3% | +1.8% | -0.2% |
| 3M | -4.1% | +0.5% | -4.5% | -4.4% |
| 6M | +50.8% | +12.6% | +38.2% | +42.2% |
| YTD | +59.3% | -4.7% | +64.0% | +61.1% |
| 1Y | +94.1% | +5.2% | +88.9% | +87.0% |
| 3Y | +286.7% | +66.5% | +220.2% | +194.6% |
| 5Y | +339.4% | +0.2% | +339.2% | +308.7% |
| All | +339.4% | -0.2% | +339.7% | +308.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling