+86.8%
SMH vs BBWI
-35.0%
+121.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -2.3% |
| 7D | +1.4% | -8.0% | +9.4% | +2.3% |
| 30D | -2.2% | -6.6% | +4.4% | -1.7% |
| 3M | -1.9% | -2.7% | +0.8% | -2.5% |
| 6M | +41.0% | -12.8% | +53.8% | +42.0% |
| YTD | +55.6% | -10.5% | +66.0% | +55.2% |
| 1Y | +86.8% | -35.3% | +122.2% | +100.6% |
| All | +86.8% | -35.0% | +121.8% | +100.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling