+1,237.1%
SMH vs BLK
+6,941.6%
-5,704.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.0% |
| 7D | +1.4% | -5.2% | +6.6% | +4.0% |
| 30D | -2.2% | -7.0% | +4.8% | +1.1% |
| 3M | -1.9% | +5.7% | -7.5% | -5.0% |
| 6M | +41.0% | +11.0% | +30.0% | +33.2% |
| YTD | +55.6% | +0.9% | +54.7% | +53.5% |
| 1Y | +86.8% | -1.6% | +88.4% | +86.2% |
| 3Y | +277.7% | +64.5% | +213.2% | +195.9% |
| 5Y | +324.2% | +30.9% | +293.3% | +270.3% |
| 10Y | +1,828.6% | +275.1% | +1,553.5% | +966.4% |
| All | +1,237.1% | +6,941.6% | -5,704.5% | +184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling