+1,253.2%
SMH vs BAX
+139.8%
+1,113.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | +2.5% | -1.1% | +3.7% | +2.9% |
| 30D | -0.5% | -5.5% | +5.0% | +1.0% |
| 3M | -9.6% | +33.5% | -43.2% | -17.9% |
| 6M | +42.1% | +35.9% | +6.2% | +27.9% |
| YTD | +57.4% | +35.4% | +22.1% | +40.6% |
| 1Y | +96.2% | +9.8% | +86.5% | +85.2% |
| 3Y | +267.9% | -32.7% | +300.7% | +290.9% |
| 5Y | +327.7% | -65.6% | +393.2% | +453.1% |
| 10Y | +1,764.6% | -34.9% | +1,799.5% | +1,896.7% |
| All | +1,253.2% | +139.8% | +1,113.4% | +1,271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling