+216.7%
SMH vs BA
-23.0%
+239.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.4% |
| 7D | -11.2% | +1.1% | -12.3% | -11.6% |
| 30D | -25.8% | -7.9% | -17.8% | -23.5% |
| 3M | -18.8% | -25.3% | +6.5% | -8.8% |
| 6M | -15.6% | -24.6% | +9.0% | -6.2% |
| YTD | +28.8% | -20.1% | +49.0% | +38.8% |
| 1Y | +32.6% | -11.8% | +44.3% | +36.3% |
| 3Y | +213.6% | -10.1% | +223.8% | +203.2% |
| All | +216.7% | -23.0% | +239.8% | +203.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling