+328.5%
SMH vs PR
+433.6%
-105.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.0% |
| 7D | +2.5% | +2.9% | -0.4% | +1.8% |
| 30D | -0.5% | +18.0% | -18.5% | -4.2% |
| 3M | -9.6% | +16.9% | -26.5% | -13.1% |
| 6M | +42.1% | +28.2% | +13.9% | +32.7% |
| YTD | +57.4% | +69.3% | -11.9% | +37.1% |
| 1Y | +96.2% | +69.5% | +26.7% | +70.1% |
| 3Y | +267.9% | +81.7% | +186.2% | +207.6% |
| All | +328.5% | +433.6% | -105.1% | +186.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling