+96.2%
SMH vs PL
+176.6%
-80.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.8% |
| 7D | +2.5% | -9.3% | +11.8% | +3.7% |
| 30D | -0.5% | -18.9% | +18.5% | +2.1% |
| 3M | -9.6% | -58.4% | +48.7% | -1.4% |
| 6M | +42.1% | -30.3% | +72.4% | +48.9% |
| YTD | +57.4% | -8.1% | +65.6% | +61.6% |
| 1Y | +96.2% | +180.5% | -84.3% | +95.5% |
| All | +96.2% | +176.6% | -80.4% | +95.5% |
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