+3,779.6%
SMH vs BND
+76.6%
+3,703.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | -1.5% | -0.4% | -1.2% | -1.6% |
| 3M | -4.1% | -0.2% | -3.8% | -4.1% |
| 6M | +50.8% | -1.2% | +51.9% | +50.4% |
| YTD | +59.3% | -0.3% | +59.6% | +59.2% |
| 1Y | +94.1% | +0.4% | +93.7% | +94.2% |
| 3Y | +286.7% | +13.4% | +273.3% | +295.3% |
| 5Y | +339.4% | -1.5% | +340.9% | +313.6% |
| 10Y | +1,803.3% | +15.5% | +1,787.8% | +1,979.7% |
| All | +3,779.6% | +76.6% | +3,703.0% | +6,161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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