+328.5%
SMH vs PLD
+14.8%
+313.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.0% |
| 7D | +2.5% | -2.4% | +4.9% | +3.6% |
| 30D | -0.5% | -2.4% | +2.0% | +0.6% |
| 3M | -9.6% | -3.8% | -5.9% | -8.8% |
| 6M | +42.1% | 0.0% | +42.1% | +40.6% |
| YTD | +57.4% | +9.2% | +48.2% | +48.6% |
| 1Y | +96.2% | +25.9% | +70.3% | +71.6% |
| 3Y | +267.9% | +21.3% | +246.6% | +216.2% |
| All | +328.5% | +14.8% | +313.8% | +277.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling