+87.6%
SMH vs F
+27.6%
+60.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.3% |
| 7D | +0.3% | -4.4% | +4.7% | +1.5% |
| 30D | -2.8% | +1.0% | -3.8% | -3.3% |
| 3M | -6.7% | -4.0% | -2.7% | -6.2% |
| 6M | +41.8% | +18.1% | +23.7% | +31.8% |
| YTD | +57.9% | +10.2% | +47.7% | +49.3% |
| 1Y | +87.6% | +24.3% | +63.3% | +72.6% |
| All | +87.6% | +27.6% | +60.1% | +72.6% |
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