+339.4%
SMH vs P
+283.1%
+56.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.5% | +0.5% |
| 7D | +5.2% | +7.8% | -2.6% | +2.1% |
| 30D | -1.5% | +12.3% | -13.9% | -7.3% |
| 3M | -4.1% | +37.1% | -41.2% | -16.8% |
| 6M | +50.8% | +66.1% | -15.3% | +19.2% |
| YTD | +59.3% | +50.9% | +8.4% | +29.3% |
| 1Y | +94.1% | +27.2% | +66.9% | +62.8% |
| 3Y | +286.7% | +158.7% | +128.1% | +114.9% |
| 5Y | +339.4% | +291.1% | +48.3% | +95.7% |
| All | +339.4% | +283.1% | +56.3% | +95.7% |
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