+250.6%
SMH vs BAH
+8.7%
+241.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.9% |
| 7D | +0.5% | -1.6% | +2.1% | +0.6% |
| 30D | -14.2% | +18.0% | -32.2% | -15.4% |
| 3M | -11.5% | +11.4% | -22.9% | -12.4% |
| 6M | -12.0% | +17.7% | -29.7% | -13.4% |
| YTD | +40.8% | +5.4% | +35.4% | +39.8% |
| 1Y | +44.9% | +2.8% | +42.1% | +44.3% |
| 3Y | +226.7% | -26.7% | +253.4% | +236.5% |
| 5Y | +250.6% | +8.1% | +242.5% | +206.5% |
| All | +250.6% | +8.7% | +241.8% | +206.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling