+3,702.9%
SMH vs BNS
+1,476.3%
+2,226.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.9% |
| 7D | +1.4% | -2.2% | +3.6% | +2.7% |
| 30D | -2.2% | +4.5% | -6.7% | -5.0% |
| 3M | -1.9% | +14.9% | -16.8% | -10.0% |
| 6M | +41.0% | +32.5% | +8.5% | +18.9% |
| YTD | +55.6% | +28.6% | +27.0% | +33.4% |
| 1Y | +86.8% | +48.4% | +38.5% | +46.9% |
| 3Y | +277.7% | +130.8% | +146.9% | +125.7% |
| 5Y | +324.2% | +94.8% | +229.4% | +182.0% |
| 10Y | +1,828.6% | +184.3% | +1,644.3% | +908.1% |
| All | +3,702.9% | +1,476.3% | +2,226.6% | +389.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling