+328.5%
SMH vs BABA
-30.9%
+359.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | +2.5% | -4.8% | +7.3% | +3.6% |
| 30D | -0.5% | -11.9% | +11.4% | +2.2% |
| 3M | -9.6% | -9.3% | -0.4% | -8.1% |
| 6M | +42.1% | -14.2% | +56.3% | +46.1% |
| YTD | +57.4% | -22.0% | +79.5% | +65.1% |
| 1Y | +96.2% | -12.7% | +108.9% | +99.9% |
| 3Y | +267.9% | +26.7% | +241.3% | +234.4% |
| All | +328.5% | -30.9% | +359.4% | +290.8% |
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