+327.2%
SMH vs BTG
+78.0%
+249.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +0.3% | -3.8% | +4.0% | +1.0% |
| 30D | -2.8% | +3.6% | -6.4% | -3.6% |
| 3M | -6.7% | +32.0% | -38.7% | -12.3% |
| 6M | +41.8% | +3.4% | +38.4% | +38.8% |
| YTD | +57.9% | +20.8% | +37.1% | +49.5% |
| 1Y | +87.6% | +22.4% | +65.2% | +75.9% |
| 3Y | +282.9% | +91.7% | +191.2% | +220.4% |
| All | +327.2% | +78.0% | +249.2% | +259.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling