+2,009.3%
SMH vs P
+499.9%
+1,509.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.5% |
| 7D | -6.7% | -13.3% | +6.6% | -1.9% |
| 30D | -19.8% | -34.0% | +14.1% | -7.7% |
| 3M | -15.1% | +4.1% | -19.1% | -17.7% |
| 6M | -14.6% | +30.5% | -45.1% | -24.7% |
| YTD | +34.3% | +52.2% | -17.9% | +11.0% |
| 1Y | +35.2% | +10.3% | +24.9% | +21.9% |
| 3Y | +211.7% | +180.9% | +30.8% | +90.5% |
| 5Y | +240.5% | +259.7% | -19.2% | +87.6% |
| 10Y | +1,487.3% | +652.6% | +834.7% | +588.0% |
| All | +2,009.3% | +499.9% | +1,509.4% | +799.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling