+216.7%
SMH vs P
+247.4%
-30.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +2.2% |
| 7D | -11.2% | -23.8% | +12.6% | -1.5% |
| 30D | -25.8% | -36.6% | +10.9% | -11.8% |
| 3M | -18.8% | +10.9% | -29.7% | -24.0% |
| 6M | -15.6% | +30.0% | -45.6% | -27.1% |
| YTD | +28.8% | +44.4% | -15.6% | +5.3% |
| 1Y | +32.6% | +3.9% | +28.6% | +19.9% |
| 3Y | +213.6% | +176.6% | +37.0% | +66.6% |
| All | +216.7% | +247.4% | -30.7% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling