+1,475.7%
SMH vs BP
+143.9%
+1,331.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | +4.9% | +3.8% | +1.1% | +3.6% |
| 30D | -13.8% | -5.3% | -8.5% | -12.4% |
| 3M | -17.4% | +9.3% | -26.6% | -20.2% |
| 6M | -15.0% | +7.2% | -22.2% | -18.0% |
| YTD | +35.2% | +38.0% | -2.9% | +17.5% |
| 1Y | +41.6% | +33.2% | +8.4% | +24.5% |
| 3Y | +215.6% | +50.3% | +165.3% | +161.3% |
| 5Y | +233.2% | +114.1% | +119.1% | +134.9% |
| All | +1,475.7% | +143.9% | +1,331.8% | +1,029.6% |
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