+4,056.0%
SMH vs PM
+825.0%
+3,231.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.4% |
| 7D | +0.5% | -7.1% | +7.6% | +3.4% |
| 30D | -14.2% | -2.8% | -11.4% | -13.5% |
| 3M | -11.5% | +6.3% | -17.9% | -14.1% |
| 6M | -12.0% | +9.6% | -21.7% | -16.8% |
| YTD | +40.8% | +25.6% | +15.2% | +24.8% |
| 1Y | +44.9% | +29.7% | +15.2% | +26.3% |
| 3Y | +226.7% | +147.6% | +79.2% | +100.3% |
| 5Y | +250.6% | +160.1% | +90.5% | +105.5% |
| 10Y | +1,523.4% | +260.9% | +1,262.5% | +657.6% |
| All | +4,056.0% | +825.0% | +3,231.0% | +933.5% |
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