+86.8%
SMH vs BP
+41.7%
+45.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.3% |
| 7D | +1.4% | +5.7% | -4.3% | +2.1% |
| 30D | -2.2% | +8.1% | -10.3% | -1.2% |
| 3M | -1.9% | +8.6% | -10.5% | -0.2% |
| 6M | +41.0% | +18.1% | +22.9% | +40.2% |
| YTD | +55.6% | +37.6% | +18.0% | +51.6% |
| 1Y | +86.8% | +39.4% | +47.4% | +81.5% |
| All | +86.8% | +41.7% | +45.1% | +81.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling