+1,253.2%
SMH vs BAC
+310.7%
+942.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +2.5% | +1.1% | +1.4% | +2.1% |
| 30D | -0.5% | -0.4% | -0.1% | -0.4% |
| 3M | -9.6% | +16.9% | -26.5% | -14.3% |
| 6M | +42.1% | +26.6% | +15.5% | +31.2% |
| YTD | +57.4% | +15.8% | +41.7% | +49.4% |
| 1Y | +96.2% | +27.2% | +69.1% | +80.4% |
| 3Y | +267.9% | +132.4% | +135.5% | +176.6% |
| 5Y | +327.7% | +72.6% | +255.1% | +252.2% |
| 10Y | +1,764.6% | +389.7% | +1,374.9% | +990.4% |
| All | +1,253.2% | +310.7% | +942.6% | +349.8% |
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