+1,256.8%
SMH vs BNY
+485.0%
+771.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +0.3% | -1.3% | +1.6% | +0.9% |
| 30D | -2.8% | -0.2% | -2.6% | -2.8% |
| 3M | -6.7% | +14.9% | -21.6% | -12.7% |
| 6M | +41.8% | +40.0% | +1.8% | +21.2% |
| YTD | +57.9% | +42.0% | +15.9% | +33.8% |
| 1Y | +87.6% | +56.9% | +30.8% | +51.9% |
| 3Y | +282.9% | +289.9% | -6.9% | +104.9% |
| 5Y | +330.4% | +259.2% | +71.2% | +137.3% |
| 10Y | +1,857.0% | +413.3% | +1,443.7% | +781.0% |
| All | +1,256.8% | +485.0% | +771.9% | +309.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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