+1,817.6%
SMH vs BAH
+207.9%
+1,609.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +0.3% | +4.3% | -4.0% | -0.7% |
| 30D | -2.8% | -2.5% | -0.3% | -2.4% |
| 3M | -6.7% | -0.9% | -5.8% | -7.1% |
| 6M | +41.8% | +1.5% | +40.3% | +39.2% |
| YTD | +57.9% | -8.0% | +65.8% | +57.5% |
| 1Y | +87.6% | -24.7% | +112.4% | +97.8% |
| 3Y | +282.9% | -28.4% | +311.3% | +288.8% |
| 5Y | +330.4% | +2.8% | +327.6% | +268.0% |
| All | +1,817.6% | +207.9% | +1,609.7% | +1,081.9% |
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