+233.7%
SMH vs PATH
-75.6%
+309.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.3% |
| 7D | +4.9% | +2.1% | +2.8% | +4.4% |
| 30D | -13.8% | +1.6% | -15.4% | -14.1% |
| 3M | -17.4% | -20.4% | +3.1% | -14.0% |
| 6M | -15.0% | +40.1% | -55.1% | -23.6% |
| YTD | +35.2% | -19.0% | +54.2% | +36.5% |
| 1Y | +41.6% | -5.8% | +47.4% | +35.7% |
| 3Y | +215.6% | -22.9% | +238.6% | +193.8% |
| All | +233.7% | -75.6% | +309.2% | +263.8% |
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