+1,803.3%
SMH vs BABA
+17.5%
+1,785.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | -1.5% | -12.3% | +10.7% | +2.0% |
| 3M | -4.1% | -5.3% | +1.2% | -3.3% |
| 6M | +50.8% | -13.1% | +63.8% | +55.6% |
| YTD | +59.3% | -22.4% | +81.7% | +69.6% |
| 1Y | +94.1% | -19.5% | +113.6% | +103.1% |
| 3Y | +286.7% | +32.9% | +253.8% | +229.8% |
| 5Y | +339.4% | -29.9% | +369.3% | +335.0% |
| 10Y | +1,803.3% | +16.7% | +1,786.6% | +1,360.1% |
| All | +1,803.3% | +17.5% | +1,785.8% | +1,360.1% |
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