+96.2%
SMH vs PBR
+70.4%
+25.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.5% |
| 7D | +2.5% | +8.6% | -6.1% | +2.7% |
| 30D | -0.5% | +12.8% | -13.3% | -0.1% |
| 3M | -9.6% | +14.7% | -24.3% | -9.3% |
| 6M | +42.1% | +25.2% | +16.9% | +38.1% |
| YTD | +57.4% | +77.1% | -19.7% | +49.5% |
| 1Y | +96.2% | +69.6% | +26.7% | +84.1% |
| All | +96.2% | +70.4% | +25.8% | +84.1% |
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