+32.6%
SMH vs PATH
-10.2%
+42.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -11.2% | -5.3% | -5.9% | -11.3% |
| 30D | -25.8% | -0.5% | -25.2% | -25.7% |
| 3M | -18.8% | -7.1% | -11.7% | -18.8% |
| 6M | -15.6% | +23.8% | -39.4% | -14.8% |
| YTD | +28.8% | -20.7% | +49.5% | +32.6% |
| 1Y | +32.6% | -8.1% | +40.6% | +36.2% |
| All | +32.6% | -10.2% | +42.8% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling