+1,237.1%
SMH vs BKNG
+1,497.4%
-260.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.6% |
| 7D | +1.4% | -10.7% | +12.0% | +4.0% |
| 30D | -2.2% | -18.1% | +15.9% | +2.1% |
| 3M | -1.9% | +8.5% | -10.4% | -4.7% |
| 6M | +41.0% | -0.1% | +41.1% | +39.1% |
| YTD | +55.6% | -18.2% | +73.8% | +60.2% |
| 1Y | +86.8% | -19.9% | +106.7% | +92.8% |
| 3Y | +277.7% | +41.6% | +236.0% | +242.5% |
| 5Y | +324.2% | +93.1% | +231.0% | +257.1% |
| 10Y | +1,828.6% | +214.8% | +1,613.8% | +1,348.5% |
| All | +1,237.1% | +1,497.4% | -260.3% | +347.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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