+96.2%
SMH vs BX
-15.8%
+112.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +2.5% | -4.4% | +6.9% | +3.6% |
| 30D | -0.5% | +0.1% | -0.6% | -0.7% |
| 3M | -9.6% | +16.0% | -25.7% | -13.3% |
| 6M | +42.1% | +21.6% | +20.5% | +34.1% |
| YTD | +57.4% | -8.9% | +66.3% | +61.7% |
| 1Y | +96.2% | -16.6% | +112.8% | +103.7% |
| All | +96.2% | -15.8% | +112.0% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling