+1,109.9%
SMH vs PPL
+870.8%
+239.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.2% |
| 7D | +0.5% | -1.0% | +1.5% | +0.8% |
| 30D | -14.2% | +3.0% | -17.2% | -15.3% |
| 3M | -11.5% | +1.1% | -12.6% | -12.2% |
| 6M | -12.0% | -0.8% | -11.3% | -12.5% |
| YTD | +40.8% | +3.5% | +37.3% | +37.5% |
| 1Y | +44.9% | -0.9% | +45.8% | +43.5% |
| 3Y | +226.7% | +54.2% | +172.5% | +168.7% |
| 5Y | +250.6% | +46.3% | +204.3% | +192.9% |
| 10Y | +1,523.4% | +65.0% | +1,458.3% | +1,142.4% |
| All | +1,109.9% | +870.8% | +239.1% | +495.0% |
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