+1,253.2%
SMH vs PH
+4,961.9%
-3,708.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +2.5% | -3.1% | +5.6% | +4.4% |
| 30D | -0.5% | -3.2% | +2.8% | +1.1% |
| 3M | -9.6% | +10.6% | -20.2% | -15.1% |
| 6M | +42.1% | -2.1% | +44.2% | +43.2% |
| YTD | +57.4% | +10.2% | +47.3% | +47.8% |
| 1Y | +96.2% | +28.2% | +68.0% | +67.7% |
| 3Y | +267.9% | +134.9% | +133.0% | +119.6% |
| 5Y | +327.7% | +253.6% | +74.0% | +100.8% |
| 10Y | +1,764.6% | +804.7% | +959.9% | +369.2% |
| All | +1,253.2% | +4,961.9% | -3,708.7% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling