+215.6%
SMH vs BA
-15.7%
+231.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +4.9% | -1.1% | +6.0% | +5.3% |
| 30D | -13.8% | -7.1% | -6.7% | -11.9% |
| 3M | -17.4% | -25.5% | +8.2% | -8.5% |
| 6M | -15.0% | -28.7% | +13.7% | -4.8% |
| YTD | +35.2% | -21.0% | +56.2% | +44.6% |
| 1Y | +41.6% | -11.9% | +53.5% | +45.0% |
| 3Y | +215.6% | -16.2% | +231.8% | +199.8% |
| All | +215.6% | -15.7% | +231.3% | +199.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling