+96.2%
SMH vs BKR
+42.5%
+53.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +2.5% | +1.7% | +0.8% | +1.9% |
| 30D | -0.5% | +3.3% | -3.8% | -1.8% |
| 3M | -9.6% | -3.6% | -6.0% | -8.5% |
| 6M | +42.1% | +5.0% | +37.0% | +39.6% |
| YTD | +57.4% | +40.9% | +16.5% | +41.6% |
| 1Y | +96.2% | +39.2% | +57.0% | +78.7% |
| All | +96.2% | +42.5% | +53.8% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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