+338.0%
SMH vs PH
+251.4%
+86.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +0.9% | -10.3% | +11.1% | +8.9% |
| 3M | -2.8% | +5.1% | -7.9% | -6.6% |
| 6M | +45.6% | +2.3% | +43.3% | +41.9% |
| YTD | +59.5% | +8.7% | +50.8% | +48.4% |
| 1Y | +93.4% | +26.8% | +66.7% | +59.5% |
| 3Y | +287.1% | +139.2% | +147.9% | +96.0% |
| 5Y | +338.0% | +251.1% | +86.9% | +61.7% |
| All | +338.0% | +251.4% | +86.6% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling