+1,475.7%
SMH vs BAH
+198.8%
+1,276.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +4.9% | +1.7% | +3.2% | +4.5% |
| 30D | -13.8% | +20.8% | -34.6% | -17.6% |
| 3M | -17.4% | +11.6% | -28.9% | -19.9% |
| 6M | -15.0% | +23.1% | -38.1% | -20.2% |
| YTD | +35.2% | +5.3% | +29.9% | +30.2% |
| 1Y | +41.6% | +6.1% | +35.5% | +35.7% |
| 3Y | +215.6% | -27.5% | +243.1% | +225.3% |
| 5Y | +233.2% | +6.2% | +227.0% | +187.0% |
| All | +1,475.7% | +198.8% | +1,276.9% | +821.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling