+5,168.5%
SMH vs BUD
+217.8%
+4,950.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.4% |
| 7D | +4.9% | +1.0% | +3.9% | +4.4% |
| 30D | -13.8% | +6.7% | -20.5% | -16.6% |
| 3M | -17.4% | +5.7% | -23.1% | -20.1% |
| 6M | -15.0% | +5.8% | -20.8% | -18.3% |
| YTD | +35.2% | +34.4% | +0.8% | +16.9% |
| 1Y | +41.6% | +33.3% | +8.3% | +22.7% |
| 3Y | +215.6% | +48.8% | +166.8% | +153.3% |
| 5Y | +233.2% | +52.5% | +180.7% | +160.9% |
| 10Y | +1,458.7% | -4.0% | +1,462.7% | +1,288.7% |
| All | +5,168.5% | +217.8% | +4,950.7% | +2,393.6% |
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