+324.2%
SMH vs BWA
+86.5%
+237.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.8% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -2.2% | -5.5% | +3.3% | +0.4% |
| 3M | -1.9% | -7.6% | +5.7% | +2.0% |
| 6M | +41.0% | +25.0% | +16.0% | +26.8% |
| YTD | +55.6% | +47.0% | +8.6% | +26.3% |
| 1Y | +86.8% | +54.0% | +32.8% | +47.2% |
| 3Y | +277.7% | +70.7% | +207.0% | +169.9% |
| 5Y | +324.2% | +86.7% | +237.5% | +169.4% |
| All | +324.2% | +86.5% | +237.7% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling