+1,817.6%
SMH vs BNS
+188.9%
+1,628.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.0% |
| 7D | +0.3% | -0.4% | +0.7% | +0.5% |
| 30D | -2.8% | +3.5% | -6.2% | -5.3% |
| 3M | -6.7% | +14.1% | -20.8% | -15.1% |
| 6M | +41.8% | +33.8% | +8.0% | +15.8% |
| YTD | +57.9% | +29.5% | +28.4% | +31.7% |
| 1Y | +87.6% | +48.4% | +39.2% | +42.4% |
| 3Y | +282.9% | +129.6% | +153.3% | +112.7% |
| 5Y | +330.4% | +96.1% | +234.3% | +167.6% |
| All | +1,817.6% | +188.9% | +1,628.7% | +879.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling