+42.1%
SMH vs PATH
+38.1%
+4.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -16.6% | +19.2% | +1.7% |
| 7D | +2.5% | -16.3% | +18.8% | +1.6% |
| 30D | -0.5% | +9.9% | -10.4% | +0.6% |
| 3M | -9.6% | +30.2% | -39.8% | -6.2% |
| 6M | +42.1% | +37.2% | +4.9% | +48.4% |
| All | +42.1% | +38.1% | +4.0% | +48.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling