+1,061.7%
SMH vs BN
+9,563.1%
-8,501.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.2% |
| 7D | +4.9% | -1.0% | +5.9% | +5.5% |
| 30D | -13.8% | +14.0% | -27.8% | -19.8% |
| 3M | -17.4% | -9.0% | -8.4% | -13.7% |
| 6M | -15.0% | -8.8% | -6.1% | -11.5% |
| YTD | +35.2% | -10.3% | +45.4% | +41.1% |
| 1Y | +41.6% | -5.8% | +47.4% | +44.2% |
| 3Y | +215.6% | +94.8% | +120.8% | +121.1% |
| 5Y | +233.2% | +31.5% | +201.8% | +181.8% |
| 10Y | +1,458.7% | +291.9% | +1,166.8% | +666.9% |
| All | +1,061.7% | +9,563.1% | -8,501.5% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling