+277.4%
SMH vs BIDU
-34.9%
+312.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.9% | -2.0% |
| 7D | +1.4% | -5.2% | +6.6% | +2.9% |
| 30D | -2.2% | -14.5% | +12.3% | +2.1% |
| 3M | -1.9% | -22.9% | +21.0% | +5.4% |
| 6M | +41.0% | -27.8% | +68.8% | +53.6% |
| YTD | +55.6% | -30.7% | +86.2% | +70.8% |
| 1Y | +86.8% | -15.8% | +102.6% | +92.9% |
| All | +277.4% | -34.9% | +312.3% | +301.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling