+1,817.6%
SMH vs BAX
-38.1%
+1,855.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +2.0% |
| 7D | +0.3% | -7.9% | +8.1% | +2.8% |
| 30D | -2.8% | -11.7% | +8.9% | +0.9% |
| 3M | -6.7% | +16.2% | -22.9% | -12.3% |
| 6M | +41.8% | +32.0% | +9.8% | +27.0% |
| YTD | +57.9% | +24.7% | +33.2% | +42.5% |
| 1Y | +87.6% | -2.6% | +90.3% | +83.4% |
| 3Y | +282.9% | -35.0% | +317.9% | +317.2% |
| 5Y | +330.4% | -67.6% | +398.0% | +537.1% |
| All | +1,817.6% | -38.1% | +1,855.7% | +1,974.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling