+35.2%
SMH vs F
-2.8%
+38.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.6% |
| 7D | -6.7% | +1.0% | -7.7% | -7.0% |
| 30D | -19.8% | +2.1% | -22.0% | -20.4% |
| 3M | -15.1% | -10.3% | -4.8% | -12.6% |
| 6M | -14.6% | +3.3% | -17.9% | -18.2% |
| YTD | +34.3% | -2.0% | +36.3% | +27.4% |
| 1Y | +35.2% | -2.3% | +37.5% | +28.4% |
| All | +35.2% | -2.8% | +38.0% | +28.4% |
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 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