+1,385.0%
SMH vs PR
+66.0%
+1,319.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.5% |
| 7D | -11.2% | -16.4% | +5.2% | -9.7% |
| 30D | -25.8% | -1.9% | -23.9% | -25.7% |
| 3M | -18.8% | +8.0% | -26.8% | -19.5% |
| 6M | -15.6% | +4.1% | -19.7% | -16.2% |
| YTD | +28.8% | +58.7% | -29.9% | +22.8% |
| 1Y | +32.6% | +75.8% | -43.3% | +25.0% |
| 3Y | +213.6% | +73.2% | +140.5% | +195.0% |
| 5Y | +222.4% | +230.1% | -7.7% | +184.4% |
| All | +1,385.0% | +66.0% | +1,319.0% | +1,353.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling