+96.2%
SMH vs PHM
-6.9%
+103.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.5% | -3.2% | +5.7% | +3.1% |
| 30D | -0.5% | -6.4% | +6.0% | +0.8% |
| 3M | -9.6% | +5.5% | -15.1% | -11.5% |
| 6M | +42.1% | -5.4% | +47.5% | +40.0% |
| YTD | +57.4% | +6.6% | +50.9% | +52.9% |
| 1Y | +96.2% | -8.8% | +105.1% | +95.1% |
| All | +96.2% | -6.9% | +103.2% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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