+41.6%
SMH vs BAH
+5.1%
+36.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | +4.9% | +1.7% | +3.2% | +5.3% |
| 30D | -13.8% | +20.8% | -34.6% | -10.4% |
| 3M | -17.4% | +11.6% | -28.9% | -15.0% |
| 6M | -15.0% | +23.1% | -38.1% | -9.7% |
| YTD | +35.2% | +5.3% | +29.9% | +42.5% |
| 1Y | +41.6% | +6.1% | +35.5% | +48.3% |
| All | +41.6% | +5.1% | +36.5% | +48.3% |
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