+3,069.5%
SMH vs BIL
+31.3%
+3,038.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -2.9% |
| 7D | +4.9% | +0.1% | +4.8% | +5.2% |
| 30D | -13.8% | +0.3% | -14.2% | -12.7% |
| 3M | -17.4% | +1.0% | -18.3% | -14.5% |
| 6M | -15.0% | +1.9% | -16.8% | -9.1% |
| YTD | +35.2% | +3.2% | +32.0% | +51.0% |
| 1Y | +41.6% | +3.7% | +37.9% | +61.0% |
| 3Y | +215.6% | +13.8% | +201.8% | +394.4% |
| 5Y | +233.2% | +20.3% | +212.9% | +542.1% |
| 10Y | +1,458.7% | +26.2% | +1,432.5% | +3,591.5% |
| All | +3,069.5% | +31.3% | +3,038.2% | +7,105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling