+338.0%
SMH vs BP
+141.6%
+196.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | +4.3% | +4.0% | +0.3% | +3.3% |
| 30D | +0.9% | +7.8% | -7.0% | -1.2% |
| 3M | -2.8% | +8.4% | -11.2% | -5.3% |
| 6M | +45.6% | +15.1% | +30.6% | +37.9% |
| YTD | +59.5% | +36.4% | +23.1% | +42.1% |
| 1Y | +93.4% | +40.9% | +52.5% | +69.9% |
| 3Y | +287.1% | +38.8% | +248.2% | +235.0% |
| 5Y | +338.0% | +141.1% | +197.0% | +211.0% |
| All | +338.0% | +141.6% | +196.5% | +211.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling