+338.0%
SMH vs ALM
+958.0%
-620.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.4% |
| 7D | +4.3% | +3.6% | +0.7% | +4.0% |
| 30D | +0.9% | +33.8% | -32.9% | -1.6% |
| 3M | -2.8% | +14.8% | -17.6% | -4.4% |
| 6M | +45.6% | -7.0% | +52.6% | +44.4% |
| YTD | +59.5% | +108.1% | -48.6% | +51.7% |
| 1Y | +93.4% | +313.8% | -220.3% | +77.2% |
| 3Y | +287.1% | +2,227.6% | -1,940.5% | +219.7% |
| 5Y | +338.0% | +956.6% | -618.6% | +274.8% |
| All | +338.0% | +958.0% | -620.0% | +274.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling