+327.2%
SMH vs BLK
+32.0%
+295.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +0.3% |
| 7D | +0.3% | -3.3% | +3.6% | +2.7% |
| 30D | -2.8% | -6.5% | +3.7% | +1.9% |
| 3M | -6.7% | +6.7% | -13.5% | -12.3% |
| 6M | +41.8% | +14.7% | +27.0% | +25.6% |
| YTD | +57.9% | +2.5% | +55.3% | +51.7% |
| 1Y | +87.6% | -2.8% | +90.4% | +87.3% |
| 3Y | +282.9% | +65.9% | +217.1% | +142.5% |
| All | +327.2% | +32.0% | +295.2% | +216.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling