+96.2%
SMH vs BNS
+50.5%
+45.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.4% |
| 7D | +2.5% | +1.5% | +1.0% | +1.3% |
| 30D | -0.5% | +6.0% | -6.4% | -4.7% |
| 3M | -9.6% | +16.3% | -26.0% | -19.9% |
| 6M | +42.1% | +27.3% | +14.8% | +15.5% |
| YTD | +57.4% | +28.5% | +28.9% | +27.5% |
| 1Y | +96.2% | +49.0% | +47.2% | +50.9% |
| All | +96.2% | +50.5% | +45.8% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling