+1,803.3%
SMH vs BA
+73.1%
+1,730.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +5.2% | +2.5% | +2.8% | +4.3% |
| 30D | -1.5% | -10.1% | +8.6% | +2.2% |
| 3M | -4.1% | -2.4% | -1.7% | -3.6% |
| 6M | +50.8% | -8.8% | +59.6% | +54.7% |
| YTD | +59.3% | -2.9% | +62.3% | +59.5% |
| 1Y | +94.1% | -8.8% | +102.8% | +97.8% |
| 3Y | +286.7% | -0.3% | +287.0% | +270.7% |
| 5Y | +339.4% | -0.3% | +339.7% | +309.0% |
| 10Y | +1,803.3% | +72.3% | +1,730.9% | +1,274.3% |
| All | +1,803.3% | +73.1% | +1,730.2% | +1,274.3% |
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