+43.4%
SMH vs PBR
+74.7%
-31.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.0% | +4.2% | -3.2% |
| 7D | -11.2% | -11.0% | -0.2% | -11.9% |
| 30D | -20.4% | -18.8% | -1.7% | -21.7% |
| 3M | -12.4% | +7.8% | -20.2% | -12.4% |
| 6M | -0.5% | -7.6% | +7.1% | -1.3% |
| YTD | +40.0% | +72.7% | -32.6% | +36.6% |
| 1Y | +43.4% | +72.9% | -29.6% | +39.7% |
| All | +43.4% | +74.7% | -31.3% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling