+36.3%
SMH vs PL
+8.6%
+27.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +14.5% | -9.4% | +2.3% |
| 7D | -4.1% | +10.9% | -15.0% | -6.0% |
| 30D | -19.2% | -16.4% | -2.9% | -17.2% |
| 3M | -16.4% | -39.9% | +23.6% | -10.1% |
| 6M | -14.0% | -63.2% | +49.2% | -2.6% |
| YTD | +35.3% | -27.1% | +62.5% | +44.8% |
| All | +36.3% | +8.6% | +27.7% | +44.3% |
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