+1,237.1%
SMH vs BB
+8.8%
+1,228.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.8% |
| 7D | +1.4% | -2.1% | +3.5% | +1.9% |
| 30D | -2.2% | -16.0% | +13.8% | +1.6% |
| 3M | -1.9% | -14.5% | +12.7% | +0.7% |
| 6M | +41.0% | +118.6% | -77.5% | +15.4% |
| YTD | +55.6% | +98.9% | -43.4% | +30.0% |
| 1Y | +86.8% | +99.5% | -12.6% | +55.0% |
| 3Y | +277.7% | +65.4% | +212.3% | +207.5% |
| 5Y | +324.2% | -27.6% | +351.8% | +301.0% |
| 10Y | +1,828.6% | -0.4% | +1,829.0% | +1,245.8% |
| All | +1,237.1% | +8.8% | +1,228.3% | +319.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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