+3,741.6%
SMH vs BR
+1,282.8%
+2,458.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | +1.4% | -6.0% | +7.4% | +4.5% |
| 30D | -2.2% | -0.9% | -1.4% | -2.1% |
| 3M | -1.9% | +16.4% | -18.2% | -11.0% |
| 6M | +41.0% | -8.2% | +49.2% | +43.6% |
| YTD | +55.6% | -23.2% | +78.8% | +72.5% |
| 1Y | +86.8% | -30.9% | +117.8% | +118.7% |
| 3Y | +277.7% | -5.0% | +282.6% | +265.2% |
| 5Y | +324.2% | +8.8% | +315.4% | +276.9% |
| 10Y | +1,828.6% | +190.1% | +1,638.5% | +920.8% |
| All | +3,741.6% | +1,282.8% | +2,458.8% | +833.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling