+96.2%
SMH vs ALM
+318.3%
-222.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.9% |
| 7D | +2.5% | -2.6% | +5.1% | +2.9% |
| 30D | -0.5% | +32.0% | -32.5% | -5.0% |
| 3M | -9.6% | -15.0% | +5.4% | -9.2% |
| 6M | +42.1% | -10.1% | +52.2% | +40.0% |
| YTD | +57.4% | +99.4% | -42.0% | +48.2% |
| 1Y | +96.2% | +316.4% | -220.1% | +78.0% |
| All | +96.2% | +318.3% | -222.1% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling