+1,253.2%
SMH vs PTC
+430.9%
+822.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.0% | +8.6% | +4.9% |
| 7D | +2.5% | -10.3% | +12.8% | +6.6% |
| 30D | -0.5% | +1.1% | -1.6% | -1.4% |
| 3M | -9.6% | +1.6% | -11.3% | -12.2% |
| 6M | +42.1% | -13.5% | +55.5% | +45.8% |
| YTD | +57.4% | -19.1% | +76.5% | +64.9% |
| 1Y | +96.2% | -33.9% | +130.1% | +121.9% |
| 3Y | +267.9% | -3.9% | +271.8% | +257.6% |
| 5Y | +327.7% | +6.0% | +321.6% | +300.2% |
| 10Y | +1,764.6% | +223.7% | +1,540.9% | +1,024.0% |
| All | +1,253.2% | +430.9% | +822.3% | +385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling