+328.5%
SMH vs PATH
-76.4%
+405.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -16.6% | +19.2% | +6.3% |
| 7D | +2.5% | -16.3% | +18.8% | +6.1% |
| 30D | -0.5% | +9.9% | -10.4% | -3.4% |
| 3M | -9.6% | +30.2% | -39.8% | -16.3% |
| 6M | +42.1% | +37.2% | +4.9% | +27.9% |
| YTD | +57.4% | -7.3% | +64.8% | +55.0% |
| 1Y | +96.2% | +40.0% | +56.2% | +67.8% |
| 3Y | +267.9% | -4.4% | +272.3% | +224.0% |
| All | +328.5% | -76.4% | +405.0% | +371.4% |
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