+338.0%
SMH vs BBWI
-68.8%
+406.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | +1.7% |
| 7D | +4.3% | -4.4% | +8.8% | +5.4% |
| 30D | +0.9% | -7.4% | +8.2% | +2.2% |
| 3M | -2.8% | -2.2% | -0.6% | -3.8% |
| 6M | +45.6% | -16.3% | +61.9% | +48.7% |
| YTD | +59.5% | -9.1% | +68.6% | +57.8% |
| 1Y | +93.4% | -34.5% | +128.0% | +108.1% |
| 3Y | +287.1% | -47.0% | +334.1% | +316.9% |
| 5Y | +338.0% | -68.8% | +406.9% | +491.7% |
| All | +338.0% | -68.8% | +406.9% | +491.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling