+1,469.9%
SMH vs BA
+31.3%
+1,438.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.6% | +5.3% |
| 7D | -4.1% | -1.7% | -2.4% | -3.5% |
| 30D | -19.2% | -9.5% | -9.8% | -16.7% |
| 3M | -16.4% | -26.5% | +10.1% | -7.4% |
| 6M | -14.0% | -27.4% | +13.4% | -4.8% |
| YTD | +35.3% | -20.6% | +55.9% | +44.6% |
| 1Y | +40.4% | -11.4% | +51.9% | +44.0% |
| 3Y | +226.8% | -10.8% | +237.7% | +224.3% |
| 5Y | +232.3% | -21.9% | +254.2% | +235.0% |
| 10Y | +1,469.9% | +28.1% | +1,441.8% | +1,356.2% |
| All | +1,469.9% | +31.3% | +1,438.6% | +1,356.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling