+1,253.2%
SMH vs SBAC
+446.0%
+807.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | -0.5% | +6.9% | -7.4% | -1.7% |
| 3M | -9.6% | -8.2% | -1.4% | -8.7% |
| 6M | +42.1% | -1.6% | +43.7% | +40.8% |
| YTD | +57.4% | -0.1% | +57.6% | +55.3% |
| 1Y | +96.2% | -0.5% | +96.7% | +93.4% |
| 3Y | +267.9% | -9.1% | +277.0% | +262.0% |
| 5Y | +327.7% | -43.8% | +371.5% | +358.1% |
| 10Y | +1,764.6% | +80.5% | +1,684.1% | +1,515.8% |
| All | +1,253.2% | +446.0% | +807.2% | +848.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling