+1,817.6%
SMH vs BIDU
-48.7%
+1,866.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | +0.3% | -8.1% | +8.4% | +2.9% |
| 30D | -2.8% | -12.8% | +10.0% | +1.2% |
| 3M | -6.7% | -21.3% | +14.6% | 0.0% |
| 6M | +41.8% | -27.0% | +68.7% | +54.9% |
| YTD | +57.9% | -30.0% | +87.9% | +74.0% |
| 1Y | +87.6% | -18.3% | +105.9% | +94.5% |
| 3Y | +282.9% | -33.8% | +316.8% | +307.5% |
| 5Y | +330.4% | -44.3% | +374.7% | +347.1% |
| All | +1,817.6% | -48.7% | +1,866.3% | +1,668.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling