+4,180.2%
SMH vs BTG
+370.1%
+3,810.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.2% |
| 7D | +1.4% | -5.8% | +7.2% | +1.8% |
| 30D | -2.2% | +5.7% | -7.9% | -2.7% |
| 3M | -1.9% | +38.1% | -40.0% | -4.4% |
| 6M | +41.0% | +0.3% | +40.7% | +40.3% |
| YTD | +55.6% | +19.9% | +35.7% | +52.7% |
| 1Y | +86.8% | +24.6% | +62.2% | +82.6% |
| 3Y | +277.7% | +96.6% | +181.1% | +255.5% |
| 5Y | +324.2% | +77.7% | +246.5% | +299.4% |
| 10Y | +1,828.6% | +150.7% | +1,677.9% | +1,666.7% |
| All | +4,180.2% | +370.1% | +3,810.2% | +3,950.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling