+324.2%
SMH vs PSA
+13.0%
+311.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +1.4% | -3.6% | +5.0% | +2.5% |
| 30D | -2.2% | -9.4% | +7.2% | +0.6% |
| 3M | -1.9% | -8.2% | +6.3% | +0.1% |
| 6M | +41.0% | -1.8% | +42.9% | +40.1% |
| YTD | +55.6% | +15.7% | +39.8% | +46.1% |
| 1Y | +86.8% | +6.3% | +80.5% | +80.0% |
| 3Y | +277.7% | +21.6% | +256.1% | +231.8% |
| 5Y | +324.2% | +13.5% | +310.7% | +290.4% |
| All | +324.2% | +13.0% | +311.1% | +290.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling