+1,054.2%
SMH vs PWR
+1,098.6%
-44.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | -6.7% | -11.2% | +4.5% | -3.3% |
| 30D | -19.8% | -17.4% | -2.4% | -15.0% |
| 3M | -15.1% | -11.7% | -3.3% | -12.0% |
| 6M | -14.6% | -21.7% | +7.1% | -8.1% |
| YTD | +34.3% | +38.3% | -4.0% | +20.8% |
| 1Y | +35.2% | +29.6% | +5.6% | +24.1% |
| 3Y | +211.7% | +236.1% | -24.5% | +115.6% |
| 5Y | +240.5% | +406.3% | -165.9% | +108.5% |
| 10Y | +1,487.3% | +1,796.7% | -309.4% | +560.8% |
| All | +1,054.2% | +1,098.6% | -44.4% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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