+1,876.8%
SMH vs F
+80.8%
+1,796.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.6% |
| 7D | +4.3% | -4.9% | +9.2% | +6.2% |
| 30D | +0.9% | -2.9% | +3.7% | +1.7% |
| 3M | -2.8% | -9.1% | +6.2% | +0.2% |
| 6M | +45.6% | +12.9% | +32.7% | +37.1% |
| YTD | +59.5% | +6.1% | +53.4% | +53.4% |
| 1Y | +93.4% | +22.5% | +70.9% | +75.1% |
| 3Y | +287.1% | +32.1% | +255.0% | +226.3% |
| 5Y | +338.0% | +43.7% | +294.3% | +248.7% |
| 10Y | +1,876.8% | +84.1% | +1,792.7% | +1,163.3% |
| All | +1,876.8% | +80.8% | +1,796.0% | +1,163.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling