+338.0%
SMH vs BAX
-67.6%
+405.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | +4.3% | -5.1% | +9.4% | +5.4% |
| 30D | +0.9% | -12.2% | +13.0% | +3.3% |
| 3M | -2.8% | +21.8% | -24.6% | -7.4% |
| 6M | +45.6% | +36.3% | +9.3% | +34.7% |
| YTD | +59.5% | +27.8% | +31.7% | +48.6% |
| 1Y | +93.4% | -0.1% | +93.5% | +89.9% |
| 3Y | +287.1% | -33.3% | +320.4% | +306.5% |
| 5Y | +338.0% | -67.1% | +405.1% | +459.6% |
| All | +338.0% | -67.6% | +405.6% | +459.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling