+36.3%
SMH vs BA
-12.0%
+48.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.6% | +5.2% |
| 7D | -4.1% | -1.7% | -2.4% | -3.6% |
| 30D | -19.2% | -9.5% | -9.8% | -17.0% |
| 3M | -16.4% | -26.5% | +10.1% | -8.0% |
| 6M | -14.0% | -27.4% | +13.4% | -5.4% |
| YTD | +35.3% | -20.6% | +55.9% | +39.9% |
| All | +36.3% | -12.0% | +48.3% | +37.0% |
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