+43.4%
SMH vs BAH
+6.2%
+37.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.5% |
| 7D | -11.2% | +5.8% | -16.9% | -10.1% |
| 30D | -20.4% | +28.7% | -49.1% | -16.4% |
| 3M | -12.4% | +20.9% | -33.3% | -8.8% |
| 6M | -0.5% | +15.2% | -15.7% | +5.4% |
| YTD | +40.0% | +7.1% | +33.0% | +47.8% |
| 1Y | +43.4% | +6.4% | +37.0% | +53.2% |
| All | +43.4% | +6.2% | +37.2% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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