+233.7%
SMH vs PR
+273.3%
-39.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.3% |
| 7D | +4.9% | +6.0% | -1.1% | +3.5% |
| 30D | -13.8% | -4.2% | -9.6% | -13.0% |
| 3M | -17.4% | +10.0% | -27.3% | -19.5% |
| 6M | -15.0% | +15.6% | -30.6% | -18.5% |
| YTD | +35.2% | +68.2% | -33.0% | +16.8% |
| 1Y | +41.6% | +79.2% | -37.6% | +20.2% |
| 3Y | +215.6% | +94.9% | +120.7% | +158.1% |
| All | +233.7% | +273.3% | -39.6% | +122.6% |
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