+4,371.7%
SMH vs PSLV
+108.9%
+4,262.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.3% | +2.9% | -1.5% |
| 7D | +1.4% | -4.9% | +6.3% | +2.3% |
| 30D | -2.2% | -1.9% | -0.3% | -1.9% |
| 3M | -1.9% | +4.2% | -6.1% | -2.7% |
| 6M | +41.0% | -27.6% | +68.6% | +48.1% |
| YTD | +55.6% | -11.7% | +67.2% | +55.4% |
| 1Y | +86.8% | +49.3% | +37.5% | +70.4% |
| 3Y | +277.7% | +167.1% | +110.5% | +213.2% |
| 5Y | +324.2% | +151.7% | +172.5% | +251.6% |
| 10Y | +1,828.6% | +187.0% | +1,641.6% | +1,443.4% |
| All | +4,371.7% | +108.9% | +4,262.8% | +3,448.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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