+207.3%
SMH vs BTSG
+416.6%
-209.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +4.3% | +2.9% | +1.4% | +3.5% |
| 30D | +0.9% | +0.9% | 0.0% | +0.4% |
| 3M | -2.8% | +1.6% | -4.5% | -4.1% |
| 6M | +45.6% | +46.8% | -1.2% | +30.5% |
| YTD | +59.5% | +65.5% | -6.1% | +38.9% |
| 1Y | +93.4% | +136.2% | -42.8% | +55.1% |
| All | +207.3% | +416.6% | -209.2% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling