+327.2%
SMH vs BKR
+172.8%
+154.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.7% |
| 7D | +0.3% | -7.0% | +7.3% | +2.7% |
| 30D | -2.8% | -8.1% | +5.3% | -0.1% |
| 3M | -6.7% | -6.6% | -0.1% | -4.9% |
| 6M | +41.8% | +0.9% | +40.9% | +40.8% |
| YTD | +57.9% | +31.1% | +26.8% | +43.6% |
| 1Y | +87.6% | +27.7% | +59.9% | +71.7% |
| 3Y | +282.9% | +71.2% | +211.7% | +219.3% |
| All | +327.2% | +172.8% | +154.4% | +206.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling