+96.2%
SMH vs BTSG
+152.4%
-56.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.0% |
| 7D | +2.5% | +2.7% | -0.2% | +1.6% |
| 30D | -0.5% | -3.6% | +3.2% | +0.5% |
| 3M | -9.6% | +5.8% | -15.4% | -13.0% |
| 6M | +42.1% | +44.7% | -2.7% | +22.4% |
| YTD | +57.4% | +62.2% | -4.7% | +31.4% |
| 1Y | +96.2% | +152.1% | -55.9% | +53.9% |
| All | +96.2% | +152.4% | -56.2% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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