+361.1%
SMH vs PL
+84.9%
+276.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.8% |
| 7D | +2.5% | -9.3% | +11.8% | +4.0% |
| 30D | -0.5% | -18.9% | +18.5% | +2.8% |
| 3M | -9.6% | -58.4% | +48.7% | +2.7% |
| 6M | +42.1% | -30.3% | +72.4% | +46.5% |
| YTD | +57.4% | -8.1% | +65.6% | +54.3% |
| 1Y | +96.2% | +180.5% | -84.3% | +55.4% |
| 3Y | +267.9% | +444.1% | -176.2% | +138.4% |
| 5Y | +327.7% | +83.0% | +244.6% | +195.4% |
| All | +361.1% | +84.9% | +276.2% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling