+1,061.7%
SMH vs PSA
+3,734.5%
-2,672.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +4.9% | -1.4% | +6.4% | +5.5% |
| 30D | -13.8% | +15.2% | -29.0% | -18.6% |
| 3M | -17.4% | +2.2% | -19.6% | -18.5% |
| 6M | -15.0% | +11.7% | -26.6% | -19.5% |
| YTD | +35.2% | +32.0% | +3.1% | +19.7% |
| 1Y | +41.6% | +26.3% | +15.3% | +27.4% |
| 3Y | +215.6% | +52.4% | +163.3% | +157.3% |
| 5Y | +233.2% | +26.3% | +206.9% | +189.8% |
| 10Y | +1,458.7% | +132.3% | +1,326.3% | +922.8% |
| All | +1,061.7% | +3,734.5% | -2,672.9% | +171.4% |
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 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