+286.7%
SMH vs PM
+124.9%
+161.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.4% |
| 7D | +5.2% | -1.3% | +6.5% | +5.0% |
| 30D | -1.5% | -2.6% | +1.0% | -1.9% |
| 3M | -4.1% | +5.8% | -9.9% | -3.0% |
| 6M | +50.8% | +10.6% | +40.2% | +52.8% |
| YTD | +59.3% | +17.2% | +42.2% | +63.3% |
| 1Y | +94.1% | +17.6% | +76.5% | +99.8% |
| 3Y | +286.7% | +124.3% | +162.5% | +316.1% |
| All | +286.7% | +124.9% | +161.8% | +316.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling