+43.4%
SMH vs PL
-0.6%
+44.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.4% | +3.6% | -1.7% |
| 7D | -11.2% | -11.7% | +0.6% | -9.2% |
| 30D | -20.4% | -27.1% | +6.7% | -16.3% |
| 3M | -12.4% | -44.6% | +32.2% | -4.1% |
| 6M | -0.5% | -67.2% | +66.7% | +15.5% |
| YTD | +40.0% | -35.9% | +75.9% | +52.8% |
| 1Y | +43.4% | -0.4% | +43.8% | +51.4% |
| All | +43.4% | -0.6% | +44.0% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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