+1,487.3%
SMH vs P
+691.2%
+796.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.5% |
| 7D | -6.7% | -13.3% | +6.6% | -1.6% |
| 30D | -19.8% | -34.0% | +14.1% | -6.7% |
| 3M | -15.1% | +4.1% | -19.1% | -18.0% |
| 6M | -14.6% | +30.5% | -45.1% | -25.7% |
| YTD | +34.3% | +52.2% | -17.9% | +9.0% |
| 1Y | +35.2% | +10.3% | +24.9% | +20.6% |
| 3Y | +211.7% | +180.9% | +30.8% | +79.3% |
| 5Y | +240.5% | +259.7% | -19.2% | +73.5% |
| 10Y | +1,487.3% | +652.6% | +834.7% | +541.0% |
| All | +1,487.3% | +691.2% | +796.2% | +541.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling