+338.0%
SMH vs BAH
-3.7%
+341.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +4.3% | -1.3% | +5.7% | +4.5% |
| 30D | +0.9% | -6.6% | +7.5% | +1.5% |
| 3M | -2.8% | -7.2% | +4.3% | -1.8% |
| 6M | +45.6% | -10.0% | +55.6% | +47.3% |
| YTD | +59.5% | -12.5% | +71.9% | +61.0% |
| 1Y | +93.4% | -27.9% | +121.3% | +102.3% |
| 3Y | +287.1% | -31.4% | +318.5% | +290.7% |
| 5Y | +338.0% | -3.2% | +341.3% | +285.6% |
| All | +338.0% | -3.7% | +341.7% | +285.6% |
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 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