+286.7%
SMH vs BAH
-32.1%
+318.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.2% |
| 7D | +5.2% | -4.3% | +9.6% | +5.3% |
| 30D | -1.5% | -4.5% | +2.9% | -1.5% |
| 3M | -4.1% | -7.6% | +3.5% | -3.1% |
| 6M | +50.8% | -10.6% | +61.4% | +52.4% |
| YTD | +59.3% | -12.6% | +71.9% | +60.8% |
| 1Y | +94.1% | -27.0% | +121.1% | +100.5% |
| 3Y | +286.7% | -31.5% | +318.2% | +283.2% |
| All | +286.7% | -32.1% | +318.8% | +283.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling