+1,253.2%
SMH vs BN
+9,390.0%
-8,136.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +2.5% | -2.5% | +5.0% | +3.8% |
| 30D | -0.5% | -9.5% | +9.0% | +4.7% |
| 3M | -9.6% | -10.4% | +0.7% | -4.6% |
| 6M | +42.1% | -6.4% | +48.4% | +46.3% |
| YTD | +57.4% | -11.9% | +69.3% | +66.6% |
| 1Y | +96.2% | -8.6% | +104.8% | +103.5% |
| 3Y | +267.9% | +77.6% | +190.4% | +169.8% |
| 5Y | +327.7% | +37.0% | +290.6% | +255.9% |
| 10Y | +1,764.6% | +266.4% | +1,498.2% | +849.5% |
| All | +1,253.2% | +9,390.0% | -8,136.8% | +74.2% |
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