+87.6%
SMH vs BIDU
-16.8%
+104.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.2% |
| 6M | +41.8% | -27.0% | +68.7% | +54.9% |
| YTD | +57.9% | -30.0% | +87.9% | +74.5% |
| 1Y | +87.6% | -18.3% | +105.9% | +106.2% |
| All | +87.6% | -16.8% | +104.5% | +106.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling