+286.8%
SMH vs BE
+1,704.8%
-1,418.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.5% |
| 7D | +4.3% | +23.9% | -19.6% | +0.8% |
| 30D | +0.9% | +27.8% | -27.0% | -3.2% |
| 3M | -2.8% | +3.7% | -6.6% | -5.0% |
| 6M | +45.6% | +78.0% | -32.3% | +30.7% |
| YTD | +59.5% | +209.9% | -150.4% | +32.3% |
| 1Y | +93.4% | +389.6% | -296.2% | +49.3% |
| All | +286.8% | +1,704.8% | -1,418.0% | +150.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling