+96.2%
SMH vs BE
+379.4%
-283.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.4% | -4.7% | +1.2% |
| 7D | +2.5% | +20.0% | -17.5% | -1.2% |
| 30D | -0.5% | +7.9% | -8.4% | -2.3% |
| 3M | -9.6% | -13.2% | +3.6% | -9.3% |
| 6M | +42.1% | +53.5% | -11.4% | +27.2% |
| YTD | +57.4% | +191.0% | -133.6% | +27.9% |
| 1Y | +96.2% | +360.5% | -264.3% | +58.5% |
| All | +96.2% | +379.4% | -283.2% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 BE 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