+338.0%
SMH vs BIL
+19.4%
+318.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.3% | +0.1% | +4.3% | +4.4% |
| 30D | +0.9% | +0.3% | +0.6% | +1.1% |
| 3M | -2.8% | +0.9% | -3.7% | -2.5% |
| 6M | +45.6% | +1.8% | +43.8% | +43.8% |
| YTD | +59.5% | +2.5% | +57.0% | +54.9% |
| 1Y | +93.4% | +3.7% | +89.8% | +82.8% |
| 3Y | +287.1% | +14.1% | +273.0% | +72.0% |
| 5Y | +338.0% | +19.4% | +318.6% | +5.0% |
| All | +338.0% | +19.4% | +318.6% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling