+286.7%
SMH vs BABA
+33.6%
+253.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.3% |
| 3M | -4.1% | -5.3% | +1.2% | -3.5% |
| 6M | +50.8% | -13.1% | +63.8% | +54.8% |
| YTD | +59.3% | -22.4% | +81.7% | +67.7% |
| 1Y | +94.1% | -19.5% | +113.6% | +102.2% |
| 3Y | +286.7% | +32.9% | +253.8% | +250.0% |
| All | +286.7% | +33.6% | +253.1% | +250.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling