+96.2%
SMH vs F
+31.3%
+64.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.2% | +2.2% |
| 7D | +2.5% | +5.3% | -2.8% | +1.0% |
| 30D | -0.5% | +4.6% | -5.1% | -1.9% |
| 3M | -9.6% | -3.7% | -6.0% | -9.0% |
| 6M | +42.1% | +16.8% | +25.3% | +32.6% |
| YTD | +57.4% | +15.3% | +42.2% | +47.2% |
| 1Y | +96.2% | +31.0% | +65.2% | +79.7% |
| All | +96.2% | +31.3% | +64.9% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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