+1,061.7%
SMH vs BWA
+1,427.8%
-366.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +4.9% | +4.3% | +0.7% | +2.9% |
| 30D | -13.8% | -13.0% | -0.8% | -7.7% |
| 3M | -17.4% | -24.8% | +7.4% | -5.6% |
| 6M | -15.0% | -23.5% | +8.5% | -3.4% |
| YTD | +35.2% | +13.8% | +21.3% | +25.5% |
| 1Y | +41.6% | +13.4% | +28.2% | +31.4% |
| 3Y | +215.6% | +62.8% | +152.9% | +141.7% |
| 5Y | +233.2% | +28.5% | +204.8% | +178.9% |
| 10Y | +1,458.7% | +95.4% | +1,363.3% | +885.2% |
| All | +1,061.7% | +1,427.8% | -366.1% | +46.1% |
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