+41.6%
SMH vs PH
+13.2%
+28.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.7% | -2.8% |
| 7D | +4.9% | +4.1% | +0.8% | +2.0% |
| 30D | -13.8% | -0.1% | -13.7% | -13.7% |
| 3M | -17.4% | -9.6% | -7.8% | -12.0% |
| 6M | -15.0% | +8.5% | -23.5% | -19.7% |
| YTD | +35.2% | +9.4% | +25.8% | +23.5% |
| 1Y | +41.6% | +14.2% | +27.4% | +25.7% |
| All | +41.6% | +13.2% | +28.4% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling