+87.6%
SMH vs BX
-25.1%
+112.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.9% |
| 7D | +0.3% | -5.6% | +5.9% | +1.5% |
| 30D | -2.8% | -12.2% | +9.4% | 0.0% |
| 3M | -6.7% | +7.4% | -14.1% | -8.9% |
| 6M | +41.8% | +22.2% | +19.6% | +32.8% |
| YTD | +57.9% | -14.0% | +71.9% | +64.3% |
| 1Y | +87.6% | -27.3% | +114.9% | +100.9% |
| All | +87.6% | -25.1% | +112.7% | +100.9% |
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