+1,475.7%
SMH vs PH
+700.2%
+775.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +4.9% | +4.3% | +0.6% | +2.2% |
| 30D | -13.8% | +0.1% | -14.0% | -13.8% |
| 3M | -17.4% | -9.4% | -8.0% | -12.2% |
| 6M | -15.0% | +8.8% | -23.7% | -19.4% |
| YTD | +35.2% | +9.6% | +25.5% | +27.1% |
| 1Y | +41.6% | +14.4% | +27.2% | +29.7% |
| 3Y | +215.6% | +134.5% | +81.1% | +86.1% |
| 5Y | +233.2% | +204.4% | +28.8% | +65.9% |
| All | +1,475.7% | +700.2% | +775.5% | +377.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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