+360.6%
SMH vs BTDR
+23.3%
+337.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | +4.3% | +14.8% | -10.5% | +2.9% |
| 30D | +0.9% | +41.8% | -40.9% | -2.7% |
| 3M | -2.8% | -29.2% | +26.3% | -0.8% |
| 6M | +45.6% | +66.2% | -20.6% | +37.6% |
| YTD | +59.5% | +10.0% | +49.5% | +54.8% |
| 1Y | +93.4% | -11.0% | +104.4% | +88.4% |
| 3Y | +287.1% | +6.9% | +280.2% | +250.8% |
| 5Y | +338.0% | +24.7% | +313.4% | +281.8% |
| All | +360.6% | +23.3% | +337.3% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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