+317.3%
SMH vs PATH
-79.4%
+396.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -3.4% |
| 7D | -11.2% | -4.8% | -6.4% | -10.3% |
| 30D | -20.4% | +2.7% | -23.1% | -21.0% |
| 3M | -12.4% | -4.2% | -8.2% | -12.8% |
| 6M | -0.5% | +24.7% | -25.2% | -7.9% |
| YTD | +40.0% | -17.6% | +57.6% | +40.7% |
| 1Y | +43.4% | -5.3% | +48.7% | +37.5% |
| 3Y | +241.9% | -22.0% | +263.9% | +219.1% |
| 5Y | +253.2% | -76.5% | +329.7% | +272.6% |
| All | +317.3% | -79.4% | +396.6% | +343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling