+3,758.6%
SMH vs PSX
+1,159.1%
+2,599.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.7% |
| 7D | +5.2% | +2.8% | +2.4% | +4.3% |
| 30D | -1.5% | +27.8% | -29.3% | -8.9% |
| 3M | -4.1% | +42.0% | -46.1% | -14.6% |
| 6M | +50.8% | +58.1% | -7.4% | +28.7% |
| YTD | +59.3% | +105.0% | -45.7% | +24.4% |
| 1Y | +94.1% | +104.9% | -10.8% | +51.0% |
| 3Y | +286.7% | +134.1% | +152.7% | +182.3% |
| 5Y | +339.4% | +363.8% | -24.4% | +147.5% |
| 10Y | +1,803.3% | +370.1% | +1,433.2% | +892.4% |
| All | +3,758.6% | +1,159.1% | +2,599.5% | +1,438.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling