+36.3%
SMH vs BABA
-36.6%
+72.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.7% | +8.8% | +5.9% |
| 7D | -4.1% | +3.8% | -7.9% | -5.3% |
| 30D | -19.2% | -5.4% | -13.8% | -18.2% |
| 3M | -16.4% | -17.9% | +1.6% | -12.2% |
| 6M | -14.0% | -24.1% | +10.1% | -6.4% |
| YTD | +35.3% | -27.4% | +62.8% | +47.9% |
| All | +36.3% | -36.6% | +72.8% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling