+233.7%
SMH vs ALM
+410.2%
-176.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.7% | -10.7% | -3.7% |
| 7D | +4.9% | +1.2% | +3.7% | +4.7% |
| 30D | -13.8% | -19.3% | +5.5% | -12.2% |
| 3M | -17.4% | -40.6% | +23.3% | -13.9% |
| 6M | -15.0% | -57.9% | +42.9% | -9.6% |
| YTD | +35.2% | -6.7% | +41.9% | +37.2% |
| 1Y | +41.6% | +20.2% | +21.4% | +41.8% |
| 3Y | +215.6% | +879.4% | -663.8% | +181.1% |
| All | +233.7% | +410.2% | -176.6% | +206.7% |
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