+277.3%
SMH vs PL
+28.1%
+249.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.4% | -6.8% | +1.9% |
| 7D | -11.2% | -6.8% | -4.4% | -10.1% |
| 30D | -25.8% | -29.3% | +3.5% | -21.4% |
| 3M | -18.8% | -44.8% | +25.9% | -10.9% |
| 6M | -15.6% | -68.4% | +52.8% | -0.1% |
| YTD | +28.8% | -36.4% | +65.2% | +33.8% |
| 1Y | +32.6% | +0.7% | +31.8% | +26.4% |
| 3Y | +213.6% | +455.3% | -241.7% | +101.5% |
| 5Y | +222.4% | +22.7% | +199.8% | +135.6% |
| All | +277.3% | +28.1% | +249.3% | +175.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling