+1,789.8%
SMH vs BBWI
-57.7%
+1,847.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -2.1% |
| 7D | +1.4% | -8.0% | +9.4% | +3.1% |
| 30D | -2.2% | -6.6% | +4.4% | -1.3% |
| 3M | -1.9% | -2.7% | +0.8% | -2.4% |
| 6M | +41.0% | -12.8% | +53.8% | +42.2% |
| YTD | +55.6% | -10.5% | +66.0% | +55.2% |
| 1Y | +86.8% | -35.3% | +122.2% | +97.6% |
| 3Y | +277.7% | -47.7% | +325.4% | +303.5% |
| 5Y | +324.2% | -68.9% | +393.0% | +386.7% |
| All | +1,789.8% | -57.7% | +1,847.5% | +1,625.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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