+215.6%
SMH vs BWA
+64.0%
+151.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +4.9% | +4.3% | +0.7% | +2.8% |
| 30D | -13.8% | -13.0% | -0.8% | -7.7% |
| 3M | -17.4% | -24.8% | +7.4% | -5.5% |
| 6M | -15.0% | -23.5% | +8.5% | -3.1% |
| YTD | +35.2% | +13.8% | +21.3% | +27.4% |
| 1Y | +41.6% | +13.4% | +28.2% | +33.4% |
| 3Y | +215.6% | +62.8% | +152.9% | +135.9% |
| All | +215.6% | +64.0% | +151.7% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling