+216.7%
SMH vs BABA
-28.1%
+244.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.3% |
| 7D | -11.2% | +11.6% | -22.8% | -13.6% |
| 30D | -25.8% | +2.3% | -28.1% | -26.3% |
| 3M | -18.8% | -13.7% | -5.1% | -16.4% |
| 6M | -15.6% | -21.9% | +6.3% | -11.4% |
| YTD | +28.8% | -24.6% | +53.5% | +35.9% |
| 1Y | +32.6% | -34.1% | +66.7% | +44.1% |
| 3Y | +213.6% | +36.3% | +177.4% | +179.2% |
| All | +216.7% | -28.1% | +244.8% | +186.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling