+1,063.2%
SMH vs PAAS
+1,321.9%
-258.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +4.7% |
| 7D | -4.1% | +8.8% | -13.0% | -5.0% |
| 30D | -19.2% | -8.5% | -10.8% | -18.5% |
| 3M | -16.4% | -17.0% | +0.7% | -14.9% |
| 6M | -14.0% | -27.9% | +13.9% | -11.3% |
| YTD | +35.3% | -17.5% | +52.8% | +37.0% |
| 1Y | +40.4% | +22.8% | +17.6% | +36.6% |
| 3Y | +226.8% | +224.2% | +2.6% | +186.3% |
| 5Y | +232.3% | +73.6% | +158.7% | +203.1% |
| 10Y | +1,469.9% | +186.4% | +1,283.6% | +1,232.0% |
| All | +1,063.2% | +1,321.9% | -258.7% | +1,134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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