+243.5%
SMH vs PL
+33.5%
+210.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.5% |
| 7D | +12.1% | +22.3% | -10.2% | +8.2% |
| 30D | -14.7% | -8.3% | -6.4% | -13.5% |
| 3M | -14.2% | -43.3% | +29.1% | -6.4% |
| 6M | -10.6% | -65.8% | +55.2% | +4.4% |
| YTD | +39.3% | -29.5% | +68.8% | +42.1% |
| 1Y | +41.6% | +11.7% | +29.8% | +32.6% |
| 3Y | +223.4% | +540.6% | -317.2% | +102.8% |
| 5Y | +243.5% | +32.9% | +210.6% | +152.3% |
| All | +243.5% | +33.5% | +210.0% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling