+270.5%
SMH vs PATH
-80.1%
+350.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -3.7% | -7.5% | -10.4% |
| 7D | -20.3% | -5.6% | -14.7% | -19.3% |
| 30D | -29.2% | -0.7% | -28.5% | -29.1% |
| 3M | -21.4% | -5.9% | -15.5% | -21.4% |
| 6M | -14.3% | +21.6% | -35.9% | -20.3% |
| YTD | +24.3% | -20.6% | +44.9% | +26.0% |
| 1Y | +24.9% | -10.6% | +35.5% | +21.4% |
| 3Y | +203.5% | -24.9% | +228.4% | +185.8% |
| 5Y | +211.2% | -76.8% | +288.0% | +230.1% |
| All | +270.5% | -80.1% | +350.6% | +297.3% |
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