+1,253.2%
SMH vs PAAS
+1,623.4%
-370.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.9% |
| 7D | +2.5% | -2.9% | +5.4% | +2.8% |
| 30D | -0.5% | +6.8% | -7.3% | -1.3% |
| 3M | -9.6% | -2.9% | -6.8% | -9.5% |
| 6M | +42.1% | -16.4% | +58.5% | +44.1% |
| YTD | +57.4% | 0.0% | +57.4% | +56.3% |
| 1Y | +96.2% | +54.3% | +41.9% | +86.2% |
| 3Y | +267.9% | +230.7% | +37.3% | +220.4% |
| 5Y | +327.7% | +111.6% | +216.0% | +282.1% |
| 10Y | +1,764.6% | +211.7% | +1,552.9% | +1,461.1% |
| All | +1,253.2% | +1,623.4% | -370.2% | +1,308.0% |
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