+87.6%
SMH vs PSA
+6.8%
+80.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.5% |
| 7D | +0.3% | -1.8% | +2.1% | +0.2% |
| 30D | -2.8% | -8.4% | +5.6% | -2.8% |
| 3M | -6.7% | -7.8% | +1.1% | -7.0% |
| 6M | +41.8% | +0.8% | +41.0% | +36.1% |
| YTD | +57.9% | +16.5% | +41.4% | +53.0% |
| 1Y | +87.6% | +4.7% | +82.9% | +78.9% |
| All | +87.6% | +6.8% | +80.8% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling