+319.5%
SMH vs PATH
-79.9%
+399.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +4.3% |
| 7D | +0.5% | -2.7% | +3.3% | +1.2% |
| 30D | -14.2% | -1.4% | -12.9% | -14.0% |
| 3M | -11.5% | -16.4% | +4.9% | -9.1% |
| 6M | -12.0% | +23.3% | -35.3% | -18.3% |
| YTD | +40.8% | -19.8% | +60.6% | +42.4% |
| 1Y | +44.9% | -8.6% | +53.4% | +40.1% |
| 3Y | +226.7% | -24.0% | +250.8% | +207.1% |
| 5Y | +250.6% | -77.1% | +327.7% | +272.3% |
| All | +319.5% | -79.9% | +399.4% | +349.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 10y: compounded portfolio wealth divided by compounded PATH 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…
10y analysis · Full analysis span regression · 6 months rolling