+35.2%
SMH vs PATH
-11.8%
+47.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -6.7% | -2.3% | -4.4% | -6.7% |
| 30D | -19.8% | -4.8% | -15.0% | -19.9% |
| 3M | -15.1% | -17.7% | +2.6% | -15.3% |
| 6M | -14.6% | +18.9% | -33.5% | -13.8% |
| YTD | +34.3% | -21.7% | +56.0% | +38.3% |
| 1Y | +35.2% | -9.6% | +44.9% | +38.6% |
| All | +35.2% | -11.8% | +47.0% | +38.6% |
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 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