+41.6%
SMH vs BA
-12.4%
+53.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | +12.1% | -0.6% | +12.6% | +12.2% |
| 30D | -14.7% | -8.0% | -6.7% | -12.8% |
| 3M | -14.2% | -25.8% | +11.6% | -6.0% |
| 6M | -10.6% | -27.6% | +17.0% | -1.6% |
| YTD | +39.3% | -21.0% | +60.3% | +44.3% |
| 1Y | +41.6% | -12.3% | +53.8% | +42.8% |
| All | +41.6% | -12.4% | +53.9% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling