+1,475.7%
SMH vs ALM
+2,100.8%
-625.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.7% | -10.7% | -3.4% |
| 7D | +4.9% | +1.2% | +3.7% | +4.8% |
| 30D | -13.8% | -19.3% | +5.5% | -12.8% |
| 3M | -17.4% | -40.6% | +23.3% | -15.2% |
| 6M | -15.0% | -57.9% | +42.9% | -11.5% |
| YTD | +35.2% | -6.7% | +41.9% | +36.1% |
| 1Y | +41.6% | +20.2% | +21.4% | +41.1% |
| 3Y | +215.6% | +879.4% | -663.8% | +189.3% |
| 5Y | +233.2% | +415.3% | -182.1% | +208.0% |
| All | +1,475.7% | +2,100.8% | -625.1% | +1,266.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling