+1,063.2%
SMH vs PPL
+879.6%
+183.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.3% | +5.2% |
| 7D | -4.1% | -1.2% | -2.9% | -3.8% |
| 30D | -19.2% | +4.2% | -23.4% | -20.6% |
| 3M | -16.4% | +1.5% | -17.9% | -17.1% |
| 6M | -14.0% | +1.0% | -15.0% | -14.9% |
| YTD | +35.3% | +4.4% | +31.0% | +31.8% |
| 1Y | +40.4% | +0.8% | +39.7% | +38.4% |
| 3Y | +226.8% | +56.5% | +170.4% | +167.5% |
| 5Y | +232.3% | +47.7% | +184.6% | +176.7% |
| 10Y | +1,469.9% | +64.4% | +1,405.5% | +1,103.8% |
| All | +1,063.2% | +879.6% | +183.7% | +470.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling