+2,372.9%
SMH vs P
+485.4%
+1,887.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.1% |
| 7D | +2.5% | +6.5% | -4.0% | +0.2% |
| 30D | -0.5% | +18.8% | -19.3% | -7.4% |
| 3M | -9.6% | +26.7% | -36.4% | -17.8% |
| 6M | +42.1% | +62.2% | -20.1% | +17.0% |
| YTD | +57.4% | +48.5% | +8.9% | +32.4% |
| 1Y | +96.2% | +26.4% | +69.8% | +69.9% |
| 3Y | +267.9% | +159.4% | +108.5% | +133.0% |
| 5Y | +327.7% | +275.8% | +51.9% | +134.7% |
| 10Y | +1,764.6% | +732.0% | +1,032.6% | +710.2% |
| All | +2,372.9% | +485.4% | +1,887.6% | +972.3% |
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