+1,253.2%
SMH vs PPL
+855.4%
+397.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.5% | +2.7% | -0.1% | +1.5% |
| 30D | -0.5% | +0.5% | -0.9% | -0.7% |
| 3M | -9.6% | +0.7% | -10.3% | -10.3% |
| 6M | +42.1% | -7.6% | +49.7% | +45.1% |
| YTD | +57.4% | +1.8% | +55.6% | +55.1% |
| 1Y | +96.2% | -0.8% | +97.0% | +94.6% |
| 3Y | +267.9% | +56.9% | +211.1% | +200.6% |
| 5Y | +327.7% | +39.5% | +288.1% | +264.4% |
| 10Y | +1,764.6% | +55.4% | +1,709.2% | +1,362.8% |
| All | +1,253.2% | +855.4% | +397.8% | +571.3% |
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