+286.8%
SMH vs SBAC
-8.7%
+295.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | 0.0% |
| 7D | +4.3% | +0.2% | +4.2% | +4.3% |
| 30D | +0.9% | +3.9% | -3.0% | +1.3% |
| 3M | -2.8% | -8.2% | +5.4% | -3.1% |
| 6M | +45.6% | -2.8% | +48.4% | +45.7% |
| YTD | +59.5% | -1.5% | +61.0% | +59.9% |
| 1Y | +93.4% | 0.0% | +93.4% | +94.3% |
| All | +286.8% | -8.7% | +295.6% | +284.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling