+43.4%
SMH vs PPL
+1.0%
+42.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | -11.2% | +1.8% | -13.0% | -10.7% |
| 30D | -20.4% | +8.4% | -28.9% | -18.7% |
| 3M | -12.4% | +2.4% | -14.8% | -11.7% |
| 6M | -0.5% | -4.0% | +3.5% | 0.0% |
| YTD | +40.0% | +4.5% | +35.6% | +41.0% |
| 1Y | +43.4% | +1.7% | +41.7% | +47.2% |
| All | +43.4% | +1.0% | +42.4% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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