+213.6%
SMH vs BAM
+85.9%
+127.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.1% |
| 7D | -11.2% | +9.7% | -20.9% | -15.7% |
| 30D | -25.8% | +19.0% | -44.8% | -32.8% |
| 3M | -18.8% | +0.6% | -19.4% | -19.6% |
| 6M | -15.6% | +11.1% | -26.7% | -21.6% |
| YTD | +28.8% | +4.2% | +24.7% | +23.4% |
| 1Y | +32.6% | +3.3% | +29.2% | +27.6% |
| 3Y | +213.6% | +88.8% | +124.9% | +116.4% |
| All | +213.6% | +85.9% | +127.7% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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