+87.6%
SMH vs BNS
+49.3%
+38.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.2% |
| 3M | -6.7% | +14.1% | -20.8% | -16.2% |
| 6M | +41.8% | +33.8% | +8.0% | +11.7% |
| YTD | +57.9% | +29.5% | +28.4% | +26.8% |
| 1Y | +87.6% | +48.4% | +39.2% | +41.9% |
| All | +87.6% | +49.3% | +38.3% | +41.9% |
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