+3,321.7%
SMH vs ALM
+7,705.7%
-4,384.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.6% |
| 7D | +2.5% | -2.6% | +5.1% | +2.5% |
| 30D | -0.5% | +32.0% | -32.5% | -0.6% |
| 3M | -9.6% | -15.0% | +5.4% | -9.6% |
| 6M | +42.1% | -10.1% | +52.2% | +42.0% |
| YTD | +57.4% | +99.4% | -42.0% | +57.1% |
| 1Y | +96.2% | +316.4% | -220.1% | +95.4% |
| 3Y | +267.9% | +2,022.0% | -1,754.1% | +265.0% |
| 5Y | +327.7% | +941.2% | -613.5% | +324.5% |
| 10Y | +1,764.6% | +2,950.3% | -1,185.7% | +1,747.7% |
| All | +3,321.7% | +7,705.7% | -4,384.1% | +3,277.4% |
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