+315.2%
SMH vs PATH
-80.0%
+395.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +12.1% | +0.7% | +11.4% | +11.9% |
| 30D | -14.7% | -1.1% | -13.6% | -14.5% |
| 3M | -14.2% | -14.2% | -0.1% | -12.4% |
| 6M | -10.6% | +30.9% | -41.5% | -18.1% |
| YTD | +39.3% | -20.1% | +59.4% | +41.0% |
| 1Y | +41.6% | -8.1% | +49.6% | +36.7% |
| 3Y | +223.4% | -24.3% | +247.6% | +204.1% |
| 5Y | +243.5% | -75.6% | +319.1% | +261.8% |
| All | +315.2% | -80.0% | +395.2% | +344.6% |
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