+328.5%
SMH vs B
+153.8%
+174.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.1% |
| 7D | +2.5% | -1.6% | +4.1% | +2.9% |
| 30D | -0.5% | +9.4% | -9.9% | -2.9% |
| 3M | -9.6% | +5.0% | -14.6% | -11.1% |
| 6M | +42.1% | -3.5% | +45.6% | +41.6% |
| YTD | +57.4% | +4.5% | +53.0% | +54.0% |
| 1Y | +96.2% | +67.8% | +28.4% | +74.0% |
| 3Y | +267.9% | +196.7% | +71.2% | +189.1% |
| All | +328.5% | +153.8% | +174.7% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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