+394.0%
SMH vs PCOR
-33.1%
+427.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.3% | +2.1% |
| 7D | +5.2% | -6.9% | +12.2% | +7.4% |
| 30D | -1.5% | -1.5% | 0.0% | -1.5% |
| 3M | -4.1% | +18.5% | -22.6% | -10.5% |
| 6M | +50.8% | -4.7% | +55.4% | +48.3% |
| YTD | +59.3% | -22.8% | +82.1% | +67.4% |
| 1Y | +94.1% | -20.7% | +114.8% | +100.3% |
| 3Y | +286.7% | -14.6% | +301.3% | +271.2% |
| 5Y | +339.4% | -40.7% | +380.2% | +320.3% |
| All | +394.0% | -33.1% | +427.2% | +375.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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