+1,524.2%
SMH vs BABA
+8.5%
+1,515.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.1% | +6.0% | +1.1% |
| 7D | +12.1% | -12.7% | +24.7% | +16.5% |
| 30D | -14.7% | -14.9% | +0.2% | -10.9% |
| 3M | -14.2% | -24.6% | +10.4% | -7.4% |
| 6M | -10.6% | -29.3% | +18.7% | -2.2% |
| YTD | +39.3% | -35.0% | +74.4% | +55.5% |
| 1Y | +41.6% | -39.7% | +81.3% | +61.4% |
| 3Y | +223.4% | +21.2% | +202.2% | +181.6% |
| 5Y | +243.5% | -39.9% | +283.4% | +256.3% |
| All | +1,524.2% | +8.5% | +1,515.7% | +1,176.1% |
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