+1,097.4%
SMH vs BN
+9,721.1%
-8,623.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +12.1% | -0.3% | +12.3% | +12.2% |
| 30D | -14.7% | +13.6% | -28.2% | -20.5% |
| 3M | -14.2% | -6.7% | -7.6% | -11.6% |
| 6M | -10.6% | -9.0% | -1.6% | -6.9% |
| YTD | +39.3% | -8.8% | +48.1% | +44.2% |
| 1Y | +41.6% | -10.6% | +52.2% | +48.0% |
| 3Y | +223.4% | +98.8% | +124.6% | +124.1% |
| 5Y | +243.5% | +33.6% | +209.9% | +188.0% |
| 10Y | +1,506.6% | +298.3% | +1,208.3% | +683.8% |
| All | +1,097.4% | +9,721.1% | -8,623.7% | +50.8% |
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