+1,253.2%
SMH vs BA
+727.9%
+525.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | +2.5% | +1.2% | +1.4% | +2.0% |
| 30D | -0.5% | -11.6% | +11.2% | +4.7% |
| 3M | -9.6% | -2.4% | -7.3% | -9.1% |
| 6M | +42.1% | -6.6% | +48.7% | +44.7% |
| YTD | +57.4% | -2.2% | +59.7% | +57.1% |
| 1Y | +96.2% | -8.0% | +104.2% | +99.8% |
| 3Y | +267.9% | -5.0% | +272.9% | +257.0% |
| 5Y | +327.7% | -2.7% | +330.4% | +297.4% |
| 10Y | +1,764.6% | +75.9% | +1,688.8% | +973.1% |
| All | +1,253.2% | +727.9% | +525.3% | +287.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling