+3,890.3%
SMH vs PM
+837.3%
+3,053.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.4% |
| 7D | +4.9% | +0.5% | +4.4% | +4.6% |
| 30D | -13.8% | -3.2% | -10.6% | -12.9% |
| 3M | -17.4% | +6.2% | -23.6% | -19.8% |
| 6M | -15.0% | +7.7% | -22.6% | -18.9% |
| YTD | +35.2% | +27.3% | +7.9% | +19.2% |
| 1Y | +41.6% | +32.8% | +8.8% | +22.3% |
| 3Y | +215.6% | +150.0% | +65.6% | +92.8% |
| 5Y | +233.2% | +164.2% | +69.0% | +94.1% |
| 10Y | +1,458.7% | +265.7% | +1,193.0% | +623.7% |
| All | +3,890.3% | +837.3% | +3,053.0% | +887.2% |
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 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