+215.6%
SMH vs BE
+1,732.0%
-1,516.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -2.1% |
| 7D | +4.9% | +10.8% | -5.9% | +3.0% |
| 30D | -13.8% | -19.8% | +6.0% | -10.9% |
| 3M | -17.4% | -18.7% | +1.3% | -15.2% |
| 6M | -15.0% | -33.7% | +18.8% | -11.6% |
| YTD | +35.2% | +121.0% | -85.8% | +17.5% |
| 1Y | +41.6% | +85.4% | -43.8% | +24.8% |
| 3Y | +215.6% | +1,709.5% | -1,493.9% | +107.7% |
| All | +215.6% | +1,732.0% | -1,516.3% | +107.7% |
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