+2,377.6%
SMH vs BABA
+29.8%
+2,347.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.2% |
| 7D | +2.5% | -4.8% | +7.3% | +4.0% |
| 30D | -0.5% | -11.9% | +11.4% | +3.0% |
| 3M | -9.6% | -9.3% | -0.4% | -7.7% |
| 6M | +42.1% | -14.2% | +56.3% | +47.2% |
| YTD | +57.4% | -22.0% | +79.5% | +67.2% |
| 1Y | +96.2% | -12.7% | +108.9% | +100.2% |
| 3Y | +267.9% | +26.7% | +241.3% | +219.8% |
| 5Y | +327.7% | -29.3% | +357.0% | +316.5% |
| 10Y | +1,764.6% | +21.2% | +1,743.4% | +1,372.8% |
| All | +2,377.6% | +29.8% | +2,347.7% | +1,663.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling