+43.4%
SMH vs BAC
-0.5%
+43.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.0% | -6.7% | -4.0% |
| 7D | -11.2% | +1.5% | -12.7% | -11.5% |
| 30D | -20.4% | -4.4% | -16.1% | -19.2% |
| 3M | -12.4% | -17.5% | +5.1% | -6.7% |
| 6M | -0.5% | -0.1% | -0.4% | -1.5% |
| YTD | +40.0% | -4.6% | +44.6% | +39.0% |
| 1Y | +43.4% | -1.5% | +44.9% | +39.1% |
| All | +43.4% | -0.5% | +43.9% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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