+1,487.3%
SMH vs F
+79.7%
+1,407.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.5% |
| 7D | -6.7% | +1.0% | -7.7% | -7.1% |
| 30D | -19.8% | +2.1% | -22.0% | -20.6% |
| 3M | -15.1% | -10.3% | -4.8% | -12.2% |
| 6M | -14.6% | +3.3% | -17.9% | -17.2% |
| YTD | +34.3% | -2.0% | +36.3% | +32.5% |
| 1Y | +35.2% | -2.3% | +37.5% | +33.5% |
| 3Y | +211.7% | +49.9% | +161.8% | +149.8% |
| 5Y | +240.5% | -12.5% | +252.9% | +222.3% |
| 10Y | +1,487.3% | +74.3% | +1,413.1% | +941.4% |
| All | +1,487.3% | +79.7% | +1,407.7% | +941.4% |
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