+2,560.0%
SMH vs BG
+1,181.2%
+1,378.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +4.3% | +0.5% | +3.8% | +4.1% |
| 30D | +0.9% | +10.3% | -9.5% | -2.0% |
| 3M | -2.8% | -1.9% | -0.9% | -2.9% |
| 6M | +45.6% | +5.2% | +40.4% | +42.2% |
| YTD | +59.5% | +41.2% | +18.3% | +43.2% |
| 1Y | +93.4% | +50.5% | +42.9% | +69.6% |
| 3Y | +287.1% | +19.9% | +267.2% | +254.4% |
| 5Y | +338.0% | +86.7% | +251.3% | +246.0% |
| 10Y | +1,876.8% | +167.5% | +1,709.3% | +1,233.7% |
| All | +2,560.0% | +1,181.2% | +1,378.8% | +1,196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 all: compounded portfolio wealth divided by compounded BG 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…
all analysis · Full analysis span regression · 6 months rolling