+86.8%
SMH vs PTC
-37.0%
+123.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.5% |
| 7D | +1.4% | -14.2% | +15.6% | -0.6% |
| 30D | -2.2% | -14.4% | +12.2% | -4.0% |
| 3M | -1.9% | -4.7% | +2.8% | +0.3% |
| 6M | +41.0% | -19.3% | +60.3% | +49.1% |
| YTD | +55.6% | -26.1% | +81.7% | +71.2% |
| 1Y | +86.8% | -37.1% | +123.9% | +137.3% |
| All | +86.8% | -37.0% | +123.8% | +137.3% |
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