+327.2%
SMH vs BR
+8.0%
+319.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.3% | -3.0% | +3.2% | +1.4% |
| 30D | -2.8% | -0.3% | -2.5% | -3.0% |
| 3M | -6.7% | +17.3% | -24.0% | -13.8% |
| 6M | +41.8% | -6.7% | +48.5% | +45.8% |
| YTD | +57.9% | -23.4% | +81.3% | +80.4% |
| 1Y | +87.6% | -32.7% | +120.3% | +131.9% |
| 3Y | +282.9% | -5.9% | +288.8% | +267.2% |
| All | +327.2% | +8.0% | +319.2% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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