+1,469.9%
SMH vs PLD
+248.8%
+1,221.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.2% | +3.6% |
| 7D | -4.1% | +0.7% | -4.8% | -4.4% |
| 30D | -19.2% | +0.8% | -20.0% | -19.6% |
| 3M | -16.4% | -6.1% | -10.2% | -13.7% |
| 6M | -14.0% | -8.0% | -6.0% | -11.2% |
| YTD | +35.3% | +4.7% | +30.7% | +30.2% |
| 1Y | +40.4% | +7.2% | +33.2% | +33.2% |
| 3Y | +226.8% | +39.2% | +187.6% | +158.7% |
| 5Y | +232.3% | +1.9% | +230.4% | +207.8% |
| 10Y | +1,469.9% | +256.8% | +1,213.2% | +726.6% |
| All | +1,469.9% | +248.8% | +1,221.2% | +726.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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