+286.7%
SMH vs BAC
+138.4%
+148.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.4% |
| 7D | +5.2% | +1.2% | +4.1% | +4.7% |
| 30D | -1.5% | -0.7% | -0.8% | -1.3% |
| 3M | -4.1% | +16.9% | -21.0% | -11.2% |
| 6M | +50.8% | +29.6% | +21.2% | +32.3% |
| YTD | +59.3% | +15.3% | +44.1% | +47.6% |
| 1Y | +94.1% | +28.8% | +65.3% | +69.6% |
| 3Y | +286.7% | +136.4% | +150.3% | +168.3% |
| All | +286.7% | +138.4% | +148.3% | +168.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling