+41.6%
SMH vs BP
+31.6%
+10.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -2.9% |
| 7D | +4.9% | +3.8% | +1.1% | +5.5% |
| 30D | -13.8% | -5.3% | -8.5% | -14.6% |
| 3M | -17.4% | +9.3% | -26.6% | -15.9% |
| 6M | -15.0% | +7.2% | -22.2% | -13.1% |
| YTD | +35.2% | +38.0% | -2.9% | +34.5% |
| 1Y | +41.6% | +33.2% | +8.4% | +41.9% |
| All | +41.6% | +31.6% | +10.0% | +41.9% |
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