+3,433.4%
SMH vs BX
+873.6%
+2,559.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +1.4% |
| 7D | +4.3% | -5.7% | +10.0% | +6.4% |
| 30D | +0.9% | -8.9% | +9.7% | +4.0% |
| 3M | -2.8% | +8.4% | -11.2% | -6.2% |
| 6M | +45.6% | +18.9% | +26.7% | +35.0% |
| YTD | +59.5% | -13.6% | +73.1% | +65.0% |
| 1Y | +93.4% | -22.4% | +115.9% | +107.2% |
| 3Y | +287.1% | +26.0% | +261.1% | +246.8% |
| 5Y | +338.0% | +18.8% | +319.3% | +291.6% |
| 10Y | +1,876.8% | +668.7% | +1,208.1% | +905.4% |
| All | +3,433.4% | +873.6% | +2,559.8% | +1,301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling