+87.6%
SMH vs BN
-14.1%
+101.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.2% |
| 7D | +0.3% | -5.2% | +5.5% | +3.0% |
| 30D | -2.8% | -14.5% | +11.7% | +5.4% |
| 3M | -6.7% | -15.0% | +8.3% | +1.4% |
| 6M | +41.8% | -5.4% | +47.2% | +44.3% |
| YTD | +57.9% | -16.4% | +74.3% | +69.6% |
| 1Y | +87.6% | -16.2% | +103.9% | +99.3% |
| All | +87.6% | -14.1% | +101.8% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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