+3,382.5%
SMH vs ALNY
+3,976.7%
-594.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +0.3% | -6.5% | +6.8% | +1.2% |
| 30D | -2.8% | +11.0% | -13.8% | -4.4% |
| 3M | -6.7% | -14.1% | +7.4% | -6.1% |
| 6M | +41.8% | -22.4% | +64.2% | +44.6% |
| YTD | +57.9% | -37.5% | +95.3% | +65.8% |
| 1Y | +87.6% | -46.9% | +134.6% | +101.6% |
| 3Y | +282.9% | +22.1% | +260.9% | +254.0% |
| 5Y | +330.4% | +31.2% | +299.2% | +281.8% |
| 10Y | +1,857.0% | +256.3% | +1,600.7% | +1,278.0% |
| All | +3,382.5% | +3,976.7% | -594.2% | +1,563.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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