+1,237.1%
SMH vs BKR
+303.3%
+933.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.7% | +4.2% | -0.4% |
| 7D | +1.4% | -6.7% | +8.1% | +3.5% |
| 30D | -2.2% | -8.3% | +6.1% | +0.3% |
| 3M | -1.9% | -5.4% | +3.5% | -0.5% |
| 6M | +41.0% | +0.8% | +40.2% | +40.1% |
| YTD | +55.6% | +31.8% | +23.7% | +42.1% |
| 1Y | +86.8% | +28.6% | +58.2% | +71.5% |
| 3Y | +277.7% | +71.2% | +206.4% | +214.0% |
| 5Y | +324.2% | +179.2% | +144.9% | +194.0% |
| 10Y | +1,828.6% | +124.0% | +1,704.6% | +1,177.9% |
| All | +1,237.1% | +303.3% | +933.8% | +541.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling