+43.4%
SMH vs BTSG
+111.7%
-68.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | -11.2% | +17.4% | -28.6% | -15.3% |
| 30D | -20.4% | +12.6% | -33.0% | -23.1% |
| 3M | -12.4% | +11.2% | -23.6% | -15.3% |
| 6M | -0.5% | +30.4% | -30.9% | -11.6% |
| YTD | +40.0% | +86.4% | -46.4% | +8.8% |
| 1Y | +43.4% | +117.9% | -74.5% | +7.4% |
| All | +43.4% | +111.7% | -68.3% | +7.4% |
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