+1,394.4%
SMH vs BABA
+19.4%
+1,375.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.2% |
| 7D | -11.2% | +11.6% | -22.8% | -14.3% |
| 30D | -25.8% | +2.3% | -28.1% | -26.5% |
| 3M | -18.8% | -13.7% | -5.1% | -15.8% |
| 6M | -15.6% | -21.9% | +6.3% | -10.2% |
| YTD | +28.8% | -24.6% | +53.5% | +37.8% |
| 1Y | +32.6% | -34.1% | +66.7% | +47.5% |
| 3Y | +213.6% | +36.3% | +177.4% | +164.5% |
| 5Y | +222.4% | -26.7% | +249.2% | +213.3% |
| All | +1,394.4% | +19.4% | +1,375.0% | +1,079.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 10y: compounded portfolio wealth divided by compounded BABA 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…
10y analysis · Full analysis span regression · 6 months rolling