+41.6%
SMH vs SBAC
-2.9%
+44.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -2.7% |
| 7D | +4.9% | +0.6% | +4.3% | +5.0% |
| 30D | -13.8% | +5.5% | -19.3% | -12.9% |
| 3M | -17.4% | +3.1% | -20.5% | -16.7% |
| 6M | -15.0% | -7.0% | -8.0% | -14.4% |
| YTD | +35.2% | +0.5% | +34.7% | +36.7% |
| 1Y | +41.6% | +0.2% | +41.4% | +43.3% |
| All | +41.6% | -2.9% | +44.5% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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