+3,592.1%
SMH vs BIL
+30.4%
+3,561.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.8% |
| 30D | -0.5% | +0.3% | -0.8% | +0.7% |
| 3M | -9.6% | +0.9% | -10.6% | -6.5% |
| 6M | +42.1% | +1.8% | +40.2% | +51.5% |
| YTD | +57.4% | +2.4% | +55.0% | +71.4% |
| 1Y | +96.2% | +3.7% | +92.5% | +123.3% |
| 3Y | +267.9% | +14.2% | +253.8% | +482.7% |
| 5Y | +327.7% | +19.4% | +308.3% | +702.6% |
| 10Y | +1,764.6% | +25.2% | +1,739.4% | +4,191.0% |
| All | +3,592.1% | +30.4% | +3,561.8% | +8,077.2% |
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