+41.6%
SMH vs BABA
-41.9%
+83.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +4.9% | -13.8% | +18.7% | +8.4% |
| 30D | -13.8% | -15.1% | +1.3% | -10.5% |
| 3M | -17.4% | -22.7% | +5.4% | -12.4% |
| 6M | -15.0% | -34.7% | +19.7% | -3.6% |
| YTD | +35.2% | -35.0% | +70.2% | +51.5% |
| 1Y | +41.6% | -40.4% | +82.0% | +62.7% |
| All | +41.6% | -41.9% | +83.5% | +62.7% |
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