+3,562.0%
SMH vs BIDU
+1,302.3%
+2,259.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.0% | +8.1% | +2.9% |
| 7D | +5.2% | -2.4% | +7.7% | +5.8% |
| 30D | -1.5% | -15.6% | +14.1% | +2.5% |
| 3M | -4.1% | -22.3% | +18.2% | +1.7% |
| 6M | +50.8% | -22.3% | +73.0% | +59.4% |
| YTD | +59.3% | -29.2% | +88.5% | +71.8% |
| 1Y | +94.1% | -14.8% | +108.9% | +98.2% |
| 3Y | +286.7% | -31.8% | +318.5% | +304.7% |
| 5Y | +339.4% | -43.1% | +382.5% | +352.8% |
| 10Y | +1,803.3% | -50.6% | +1,853.9% | +1,816.2% |
| All | +3,562.0% | +1,302.3% | +2,259.7% | +1,990.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling