+1,844.3%
SMH vs PR
+152.2%
+1,692.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -6.7% | -9.5% | +2.8% | -5.9% |
| 30D | -19.8% | -5.7% | -14.2% | -19.4% |
| 3M | -15.1% | +3.0% | -18.0% | -15.4% |
| 6M | -14.6% | +11.8% | -26.4% | -15.7% |
| YTD | +34.3% | +58.5% | -24.2% | +28.0% |
| 1Y | +35.2% | +69.9% | -34.7% | +28.0% |
| 3Y | +211.7% | +84.9% | +126.8% | +192.0% |
| 5Y | +240.5% | +246.4% | -6.0% | +200.1% |
| 10Y | +1,487.3% | +70.3% | +1,417.1% | +1,436.1% |
| All | +1,844.3% | +152.2% | +1,692.1% | +1,814.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling