+4,548.3%
SMH vs PM
+752.6%
+3,795.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.4% |
| 7D | +2.5% | -4.9% | +7.4% | +4.4% |
| 30D | -0.5% | -3.4% | +2.9% | +0.6% |
| 3M | -9.6% | +5.2% | -14.8% | -12.7% |
| 6M | +42.1% | +3.7% | +38.4% | +36.9% |
| YTD | +57.4% | +15.8% | +41.7% | +44.5% |
| 1Y | +96.2% | +17.4% | +78.9% | +77.6% |
| 3Y | +267.9% | +116.9% | +151.0% | +139.3% |
| 5Y | +327.7% | +117.3% | +210.3% | +172.6% |
| 10Y | +1,764.6% | +193.8% | +1,570.9% | +865.3% |
| All | +4,548.3% | +752.6% | +3,795.7% | +1,097.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling