+1,109.9%
SMH vs BAC
+232.0%
+877.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +0.5% | -1.9% | +2.4% | +1.3% |
| 30D | -14.2% | -7.2% | -7.1% | -12.0% |
| 3M | -11.5% | -20.4% | +8.9% | -4.7% |
| 6M | -12.0% | +1.3% | -13.3% | -12.6% |
| YTD | +40.8% | -6.4% | +47.2% | +43.2% |
| 1Y | +44.9% | -3.5% | +48.4% | +46.0% |
| 3Y | +226.7% | +96.7% | +130.0% | +159.9% |
| 5Y | +250.6% | +20.6% | +230.0% | +224.3% |
| 10Y | +1,523.4% | +233.0% | +1,290.4% | +971.2% |
| All | +1,109.9% | +232.0% | +877.9% | +331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling