-15.6%
SMH vs BABA
-19.6%
+3.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.5% |
| 7D | -11.2% | +11.6% | -22.8% | -12.6% |
| 30D | -25.8% | +2.3% | -28.1% | -25.9% |
| 3M | -18.8% | -13.7% | -5.1% | -17.0% |
| 6M | -15.6% | -21.9% | +6.3% | -6.2% |
| All | -15.6% | -19.6% | +3.9% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling