+1,520.4%
SMH vs PBR
+1,916.3%
-396.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.9% |
| 7D | +1.4% | +4.2% | -2.9% | +0.3% |
| 30D | -2.2% | +22.7% | -24.9% | -7.0% |
| 3M | -1.9% | +21.5% | -23.4% | -6.7% |
| 6M | +41.0% | +24.0% | +17.0% | +32.4% |
| YTD | +55.6% | +88.2% | -32.7% | +31.8% |
| 1Y | +86.8% | +74.8% | +12.0% | +60.6% |
| 3Y | +277.7% | +105.1% | +172.5% | +207.5% |
| 5Y | +324.2% | +572.2% | -248.1% | +145.4% |
| 10Y | +1,828.6% | +692.7% | +1,135.9% | +826.8% |
| All | +1,520.4% | +1,916.3% | -396.0% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling