+1,789.8%
SMH vs PM
+217.1%
+1,572.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.0% |
| 7D | +1.4% | +1.9% | -0.5% | +0.9% |
| 30D | -2.2% | +1.9% | -4.1% | -2.8% |
| 3M | -1.9% | +4.6% | -6.4% | -3.8% |
| 6M | +41.0% | +11.7% | +29.3% | +34.6% |
| YTD | +55.6% | +20.4% | +35.2% | +44.8% |
| 1Y | +86.8% | +19.0% | +67.9% | +73.6% |
| 3Y | +277.7% | +130.4% | +147.3% | +161.9% |
| 5Y | +324.2% | +131.5% | +192.7% | +188.8% |
| All | +1,789.8% | +217.1% | +1,572.7% | +1,000.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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