+1,253.2%
SMH vs BWA
+1,927.6%
-674.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +1.3% |
| 7D | +2.5% | +5.7% | -3.1% | -0.1% |
| 30D | -0.5% | +1.4% | -1.9% | -1.3% |
| 3M | -9.6% | -12.1% | +2.4% | -3.9% |
| 6M | +42.1% | +28.6% | +13.5% | +26.6% |
| YTD | +57.4% | +51.1% | +6.4% | +28.0% |
| 1Y | +96.2% | +55.9% | +40.3% | +56.4% |
| 3Y | +267.9% | +70.1% | +197.8% | +173.0% |
| 5Y | +327.7% | +90.7% | +237.0% | +196.5% |
| 10Y | +1,764.6% | +154.0% | +1,610.7% | +937.3% |
| All | +1,253.2% | +1,927.6% | -674.4% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling