+87.6%
SMH vs PM
+19.3%
+68.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.7% |
| 7D | +0.3% | +4.7% | -4.4% | +1.9% |
| 30D | -2.8% | +2.6% | -5.4% | -1.8% |
| 3M | -6.7% | +6.6% | -13.3% | -4.3% |
| 6M | +41.8% | +16.5% | +25.3% | +46.4% |
| YTD | +57.9% | +21.2% | +36.7% | +69.8% |
| 1Y | +87.6% | +17.9% | +69.7% | +101.4% |
| All | +87.6% | +19.3% | +68.3% | +101.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling