+1,817.6%
SMH vs BAC
+400.8%
+1,416.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -2.8% | -2.8% | 0.0% | -1.6% |
| 3M | -6.7% | +14.2% | -20.9% | -13.0% |
| 6M | +41.8% | +30.5% | +11.2% | +23.6% |
| YTD | +57.9% | +15.8% | +42.1% | +45.6% |
| 1Y | +87.6% | +26.2% | +61.5% | +65.5% |
| 3Y | +282.9% | +136.5% | +146.4% | +143.1% |
| 5Y | +330.4% | +75.9% | +254.5% | +212.5% |
| All | +1,817.6% | +400.8% | +1,416.8% | +876.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling