+338.0%
SMH vs BE
+1,217.4%
-879.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.6% |
| 7D | +4.3% | +23.9% | -19.6% | +0.1% |
| 30D | +0.9% | +27.8% | -27.0% | -3.9% |
| 3M | -2.8% | +3.7% | -6.6% | -5.4% |
| 6M | +45.6% | +78.0% | -32.3% | +26.7% |
| YTD | +59.5% | +209.9% | -150.4% | +24.4% |
| 1Y | +93.4% | +389.6% | -296.2% | +34.8% |
| 3Y | +287.1% | +1,730.6% | -1,443.5% | +90.9% |
| 5Y | +338.0% | +1,227.8% | -889.8% | +117.4% |
| All | +338.0% | +1,217.4% | -879.4% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling