+1,817.6%
SMH vs PSX
+386.4%
+1,431.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +0.3% | +1.7% | -1.4% | -0.2% |
| 30D | -2.8% | +15.6% | -18.4% | -7.1% |
| 3M | -6.7% | +46.5% | -53.2% | -17.5% |
| 6M | +41.8% | +55.0% | -13.2% | +22.1% |
| YTD | +57.9% | +105.3% | -47.4% | +23.3% |
| 1Y | +87.6% | +101.6% | -14.0% | +46.8% |
| 3Y | +282.9% | +134.1% | +148.8% | +179.1% |
| 5Y | +330.4% | +368.7% | -38.3% | +140.4% |
| All | +1,817.6% | +386.4% | +1,431.2% | +945.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling