+86.8%
SMH vs BAC
+26.8%
+60.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | +1.4% | -0.3% | +1.6% | +1.5% |
| 30D | -2.2% | -1.8% | -0.5% | -1.6% |
| 3M | -1.9% | +15.3% | -17.2% | -6.7% |
| 6M | +41.0% | +30.2% | +10.9% | +26.7% |
| YTD | +55.6% | +15.6% | +40.0% | +45.7% |
| 1Y | +86.8% | +27.5% | +59.4% | +68.9% |
| All | +86.8% | +26.8% | +60.0% | +68.9% |
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