+2,837.3%
SMH vs ALM
+3,551.9%
-714.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.7% | -10.7% | -3.0% |
| 7D | +4.9% | +1.2% | +3.7% | +4.9% |
| 30D | -13.8% | -19.3% | +5.5% | -13.7% |
| 3M | -17.4% | -40.6% | +23.3% | -17.2% |
| 6M | -15.0% | -57.9% | +42.9% | -14.7% |
| YTD | +35.2% | -6.7% | +41.9% | +35.2% |
| 1Y | +41.6% | +20.2% | +21.4% | +41.6% |
| 3Y | +215.6% | +879.4% | -663.8% | +214.1% |
| 5Y | +233.2% | +415.3% | -182.1% | +231.7% |
| 10Y | +1,458.7% | +2,100.8% | -642.1% | +1,448.8% |
| All | +2,837.3% | +3,551.9% | -714.5% | +2,807.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling