+286.8%
SMH vs BN
+71.3%
+215.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.3% |
| 7D | +4.3% | -3.0% | +7.3% | +6.2% |
| 30D | +0.9% | -13.0% | +13.9% | +9.9% |
| 3M | -2.8% | -15.2% | +12.4% | +7.5% |
| 6M | +45.6% | -5.9% | +51.5% | +49.8% |
| YTD | +59.5% | -15.8% | +75.2% | +75.0% |
| 1Y | +93.4% | -12.2% | +105.6% | +105.7% |
| All | +286.8% | +71.3% | +215.5% | +180.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling