+43.4%
SMH vs BIL
+3.0%
+40.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -11.2% | -0.3% | -10.9% | -10.9% |
| 30D | -20.4% | 0.0% | -20.4% | -18.4% |
| 3M | -12.4% | +0.3% | -12.7% | +2.4% |
| 6M | -0.5% | +1.2% | -1.7% | +41.9% |
| YTD | +40.0% | +2.4% | +37.6% | +91.8% |
| 1Y | +43.4% | +3.0% | +40.4% | +103.4% |
| All | +43.4% | +3.0% | +40.4% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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