+1,469.9%
SMH vs BABA
+15.0%
+1,455.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.7% | +8.8% | +6.2% |
| 7D | -4.1% | +3.8% | -7.9% | -5.5% |
| 30D | -19.2% | -5.4% | -13.8% | -18.1% |
| 3M | -16.4% | -17.9% | +1.6% | -12.0% |
| 6M | -14.0% | -24.1% | +10.1% | -7.8% |
| YTD | +35.3% | -27.4% | +62.8% | +46.3% |
| 1Y | +40.4% | -36.1% | +76.5% | +57.6% |
| 3Y | +226.8% | +35.4% | +191.5% | +175.7% |
| 5Y | +232.3% | -30.1% | +262.4% | +227.6% |
| 10Y | +1,469.9% | +15.8% | +1,454.1% | +1,152.3% |
| All | +1,469.9% | +15.0% | +1,455.0% | +1,152.3% |
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