+43.4%
SMH vs BTI
+24.7%
+18.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.4% | -6.1% | -1.9% |
| 7D | -11.2% | +5.3% | -16.5% | -10.0% |
| 30D | -20.4% | +19.1% | -39.5% | -17.4% |
| 3M | -12.4% | +6.5% | -18.9% | -10.1% |
| 6M | -0.5% | +9.4% | -9.9% | +0.8% |
| YTD | +40.0% | +14.4% | +25.6% | +39.8% |
| 1Y | +43.4% | +23.9% | +19.5% | +39.9% |
| All | +43.4% | +24.7% | +18.7% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling