+43.4%
SMH vs BNS
+52.0%
-8.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.7% | -4.8% |
| 7D | -11.2% | +2.0% | -13.2% | -12.4% |
| 30D | -20.4% | +7.8% | -28.2% | -24.5% |
| 3M | -12.4% | +11.7% | -24.1% | -19.5% |
| 6M | -0.5% | +28.2% | -28.7% | -18.6% |
| YTD | +40.0% | +34.8% | +5.2% | +7.9% |
| 1Y | +43.4% | +51.1% | -7.7% | +3.5% |
| All | +43.4% | +52.0% | -8.6% | +3.5% |
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