+233.7%
SMH vs BBWI
-67.6%
+301.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.4% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -13.8% | +12.9% | -26.7% | -16.7% |
| 3M | -17.4% | +16.0% | -33.4% | -21.4% |
| 6M | -15.0% | +16.6% | -31.6% | -20.3% |
| YTD | +35.2% | +9.7% | +25.4% | +26.6% |
| 1Y | +41.6% | +1.5% | +40.1% | +33.9% |
| 3Y | +215.6% | -21.4% | +237.0% | +200.8% |
| All | +233.7% | -67.6% | +301.3% | +362.4% |
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