+3,005.5%
SMH vs ALLY
+124.8%
+2,880.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +2.5% | +3.7% | -1.2% | +1.1% |
| 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% | +36.4% |
| YTD | +57.4% | -1.4% | +58.9% | +57.1% |
| 1Y | +96.2% | +8.2% | +88.0% | +88.0% |
| 3Y | +267.9% | +66.5% | +201.4% | +190.0% |
| 5Y | +327.7% | +1.2% | +326.5% | +294.1% |
| 10Y | +1,764.6% | +191.4% | +1,573.2% | +993.8% |
| All | +3,005.5% | +124.8% | +2,880.6% | +1,836.1% |
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