+1,253.2%
SMH vs PSA
+3,346.6%
-2,093.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | +2.5% | -3.7% | +6.2% | +3.9% |
| 30D | -0.5% | -7.7% | +7.3% | +2.5% |
| 3M | -9.6% | -0.6% | -9.0% | -10.2% |
| 6M | +42.1% | -0.9% | +43.0% | +41.3% |
| YTD | +57.4% | +18.7% | +38.8% | +45.8% |
| 1Y | +96.2% | +7.6% | +88.6% | +88.0% |
| 3Y | +267.9% | +23.7% | +244.3% | +226.4% |
| 5Y | +327.7% | +13.7% | +314.0% | +287.8% |
| 10Y | +1,764.6% | +98.9% | +1,665.8% | +1,202.2% |
| All | +1,253.2% | +3,346.6% | -2,093.4% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling