-15.6%
SMH vs PLD
-9.0%
-6.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.9% | +3.4% |
| 7D | -11.2% | -0.8% | -10.4% | -11.1% |
| 30D | -25.8% | -0.3% | -25.5% | -25.4% |
| 3M | -18.8% | -8.0% | -10.8% | -20.2% |
| 6M | -15.6% | -9.8% | -5.8% | -16.1% |
| All | -15.6% | -9.0% | -6.6% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling