+6,037.2%
SMH vs BUD
+201.1%
+5,836.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | -0.5% | -5.7% | +5.2% | +1.8% |
| 3M | -9.6% | +3.1% | -12.8% | -11.4% |
| 6M | +42.1% | +7.9% | +34.2% | +36.3% |
| YTD | +57.4% | +27.3% | +30.1% | +40.5% |
| 1Y | +96.2% | +37.8% | +58.4% | +68.6% |
| 3Y | +267.9% | +49.8% | +218.1% | +195.6% |
| 5Y | +327.7% | +43.8% | +283.8% | +244.9% |
| 10Y | +1,764.6% | -22.6% | +1,787.3% | +1,750.2% |
| All | +6,037.2% | +201.1% | +5,836.1% | +2,897.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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