+295.9%
SMH vs PL
+40.9%
+254.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.9% |
| 7D | +4.9% | +10.0% | -5.1% | +3.2% |
| 30D | -13.8% | -2.3% | -11.5% | -13.5% |
| 3M | -17.4% | -44.2% | +26.8% | -9.6% |
| 6M | -15.0% | -66.1% | +51.1% | -0.5% |
| YTD | +35.2% | -30.0% | +65.1% | +38.0% |
| 1Y | +41.6% | +21.0% | +20.6% | +31.0% |
| 3Y | +215.6% | +516.5% | -300.9% | +99.2% |
| 5Y | +233.2% | +32.0% | +201.2% | +139.9% |
| All | +295.9% | +40.9% | +254.9% | +184.5% |
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 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