+1,789.8%
SMH vs BP
+137.6%
+1,652.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.7% |
| 7D | +1.4% | +5.7% | -4.3% | -0.5% |
| 30D | -2.2% | +8.1% | -10.3% | -4.8% |
| 3M | -1.9% | +8.6% | -10.5% | -5.2% |
| 6M | +41.0% | +18.1% | +22.9% | +30.9% |
| YTD | +55.6% | +37.6% | +18.0% | +36.0% |
| 1Y | +86.8% | +39.4% | +47.4% | +62.0% |
| 3Y | +277.7% | +40.1% | +237.6% | +221.5% |
| 5Y | +324.2% | +141.3% | +182.8% | +186.3% |
| All | +1,789.8% | +137.6% | +1,652.2% | +1,227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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