+1,817.6%
SMH vs PBR
+697.0%
+1,120.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +0.3% | +5.4% | -5.1% | -0.9% |
| 30D | -2.8% | +22.9% | -25.7% | -7.1% |
| 3M | -6.7% | +19.6% | -26.4% | -10.5% |
| 6M | +41.8% | +16.5% | +25.3% | +35.9% |
| YTD | +57.9% | +86.7% | -28.8% | +36.0% |
| 1Y | +87.6% | +74.7% | +12.9% | +63.6% |
| 3Y | +282.9% | +102.6% | +180.4% | +218.7% |
| 5Y | +330.4% | +566.6% | -236.2% | +159.8% |
| All | +1,817.6% | +697.0% | +1,120.7% | +923.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling