+216.7%
SMH vs PATH
-76.8%
+293.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -11.2% | -5.3% | -5.9% | -10.1% |
| 30D | -25.8% | -0.5% | -25.2% | -25.7% |
| 3M | -18.8% | -7.1% | -11.7% | -18.6% |
| 6M | -15.6% | +23.8% | -39.4% | -22.0% |
| YTD | +28.8% | -20.7% | +49.5% | +30.7% |
| 1Y | +32.6% | -8.1% | +40.6% | +27.7% |
| 3Y | +213.6% | -21.8% | +235.5% | +190.2% |
| All | +216.7% | -76.8% | +293.5% | +249.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling