+1,789.8%
SMH vs ALM
+2,776.7%
-987.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.6% | +7.2% | -1.9% |
| 7D | +1.4% | -7.1% | +8.5% | +1.7% |
| 30D | -2.2% | +24.7% | -26.9% | -3.4% |
| 3M | -1.9% | +8.3% | -10.2% | -2.5% |
| 6M | +41.0% | -22.2% | +63.2% | +41.5% |
| YTD | +55.6% | +88.1% | -32.5% | +51.1% |
| 1Y | +86.8% | +272.4% | -185.5% | +76.7% |
| 3Y | +277.7% | +2,004.1% | -1,726.5% | +232.9% |
| 5Y | +324.2% | +915.8% | -591.6% | +279.1% |
| All | +1,789.8% | +2,776.7% | -987.0% | +1,479.8% |
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