+286.7%
SMH vs ALM
+2,327.9%
-2,041.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.8% | -7.6% | +0.4% |
| 7D | +5.2% | +8.4% | -3.2% | +4.5% |
| 30D | -1.5% | +34.8% | -36.4% | -4.1% |
| 3M | -4.1% | +16.2% | -20.3% | -5.9% |
| 6M | +50.8% | +2.1% | +48.6% | +48.4% |
| YTD | +59.3% | +117.0% | -57.7% | +51.7% |
| 1Y | +94.1% | +313.9% | -219.8% | +79.3% |
| 3Y | +286.7% | +2,327.9% | -2,041.2% | +244.0% |
| All | +286.7% | +2,327.9% | -2,041.2% | +244.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling