+1,269.2%
SMH vs PHM
+2,536.8%
-1,267.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +2.3% |
| 7D | +5.2% | -2.5% | +7.7% | +6.0% |
| 30D | -1.5% | -9.7% | +8.1% | +1.4% |
| 3M | -4.1% | +2.2% | -6.3% | -5.4% |
| 6M | +50.8% | -5.7% | +56.4% | +52.3% |
| YTD | +59.3% | +2.8% | +56.5% | +56.1% |
| 1Y | +94.1% | -14.4% | +108.5% | +100.4% |
| 3Y | +286.7% | +52.2% | +234.5% | +226.2% |
| 5Y | +339.4% | +154.3% | +185.2% | +213.6% |
| 10Y | +1,803.3% | +545.9% | +1,257.4% | +876.1% |
| All | +1,269.2% | +2,536.8% | -1,267.6% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling