+2,441.1%
SMH vs ALLY
+98.1%
+2,343.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.7% |
| 6M | -15.6% | -12.4% | -3.2% | -11.6% |
| YTD | +28.8% | -13.2% | +42.0% | +34.7% |
| 1Y | +32.6% | +1.8% | +30.7% | +30.1% |
| 3Y | +213.6% | +58.0% | +155.7% | +152.7% |
| 5Y | +222.4% | -8.4% | +230.9% | +209.6% |
| 10Y | +1,429.6% | +195.3% | +1,234.4% | +794.5% |
| All | +2,441.1% | +98.1% | +2,343.0% | +1,560.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling