+1,876.8%
SMH vs PTC
+196.2%
+1,680.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.7% |
| 7D | +4.3% | -13.6% | +17.9% | +11.5% |
| 30D | +0.9% | -14.7% | +15.5% | +8.1% |
| 3M | -2.8% | -5.9% | +3.1% | -3.1% |
| 6M | +45.6% | -21.1% | +66.8% | +58.0% |
| YTD | +59.5% | -26.0% | +85.5% | +77.8% |
| 1Y | +93.4% | -36.8% | +130.3% | +134.9% |
| 3Y | +287.1% | -10.3% | +297.4% | +277.6% |
| 5Y | +338.0% | +1.2% | +336.9% | +295.8% |
| 10Y | +1,876.8% | +198.3% | +1,678.5% | +959.9% |
| All | +1,876.8% | +196.2% | +1,680.7% | +959.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling