+43.4%
SMH vs BLK
+17.9%
+25.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.2% | -5.0% |
| 7D | -11.2% | +5.7% | -16.9% | -13.3% |
| 30D | -20.4% | +14.8% | -35.3% | -25.1% |
| 3M | -12.4% | +8.8% | -21.2% | -15.7% |
| 6M | -0.5% | +17.6% | -18.1% | -7.7% |
| YTD | +40.0% | +16.3% | +23.8% | +28.9% |
| 1Y | +43.4% | +18.0% | +25.4% | +30.8% |
| All | +43.4% | +17.9% | +25.5% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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