+333.4%
SMH vs BITO
-8.3%
+341.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.1% |
| 7D | +1.4% | -5.8% | +7.2% | +2.9% |
| 30D | -2.2% | +21.1% | -23.3% | -7.1% |
| 3M | -1.9% | +23.5% | -25.4% | -7.2% |
| 6M | +41.0% | +8.3% | +32.7% | +37.6% |
| YTD | +55.6% | -13.9% | +69.4% | +59.3% |
| 1Y | +86.8% | -34.5% | +121.4% | +103.8% |
| 3Y | +277.7% | +147.0% | +130.7% | +179.7% |
| All | +333.4% | -8.3% | +341.7% | +283.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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