+226.8%
SMH vs PATH
-25.0%
+251.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.2% | +5.1% |
| 7D | -4.1% | -2.7% | -1.4% | -3.7% |
| 30D | -19.2% | -3.7% | -15.5% | -18.8% |
| 3M | -16.4% | -13.8% | -2.6% | -15.3% |
| 6M | -14.0% | +20.3% | -34.3% | -18.2% |
| YTD | +35.3% | -20.8% | +56.1% | +38.3% |
| 1Y | +40.4% | -9.2% | +49.7% | +37.7% |
| 3Y | +226.8% | -21.8% | +248.6% | +219.9% |
| All | +226.8% | -25.0% | +251.9% | +219.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling