+43.4%
SMH vs PTC
+0.1%
+43.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | -20.4% | +1.5% | -22.0% | -20.3% |
| 3M | -12.4% | +37.8% | -50.2% | -9.2% |
| 6M | -0.5% | +41.2% | -41.7% | +6.9% |
| YTD | +40.0% | +12.0% | +28.0% | +56.8% |
| 1Y | +43.4% | +1.6% | +41.8% | +65.5% |
| All | +43.4% | +0.1% | +43.3% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling