+87.6%
SMH vs BE
+330.1%
-242.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.7% | -5.2% | +0.1% |
| 7D | +0.3% | +9.0% | -8.8% | -1.6% |
| 30D | -2.8% | +16.3% | -19.1% | -6.0% |
| 3M | -6.7% | +10.8% | -17.5% | -10.5% |
| 6M | +41.8% | +73.2% | -31.4% | +23.9% |
| YTD | +57.9% | +217.4% | -159.5% | +24.9% |
| 1Y | +87.6% | +309.8% | -222.2% | +47.6% |
| All | +87.6% | +330.1% | -242.5% | +47.6% |
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