+369.2%
SMH vs PATH
-76.8%
+446.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -16.6% | +19.2% | +6.2% |
| 7D | +2.5% | -16.3% | +18.8% | +6.0% |
| 30D | -0.5% | +9.9% | -10.4% | -3.3% |
| 3M | -9.6% | +30.2% | -39.8% | -16.1% |
| 6M | +42.1% | +37.2% | +4.9% | +28.4% |
| YTD | +57.4% | -7.3% | +64.8% | +55.1% |
| 1Y | +96.2% | +40.0% | +56.2% | +69.1% |
| 3Y | +267.9% | -4.4% | +272.3% | +226.8% |
| 5Y | +327.7% | -76.0% | +403.7% | +345.0% |
| All | +369.2% | -76.8% | +446.0% | +388.9% |
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