-16.1%
SMH vs F
+3.1%
-19.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | -6.7% | +1.0% | -7.7% | -6.8% |
| 30D | -19.8% | +2.1% | -22.0% | -20.2% |
| 3M | -15.1% | -10.3% | -4.8% | -13.5% |
| All | -16.1% | +3.1% | -19.2% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling