+1,063.2%
SMH vs F
+18.9%
+1,044.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.4% | +4.8% |
| 7D | -4.1% | -0.6% | -3.5% | -3.9% |
| 30D | -19.2% | +2.9% | -22.1% | -20.1% |
| 3M | -16.4% | -9.5% | -6.9% | -14.0% |
| 6M | -14.0% | +4.0% | -18.0% | -16.4% |
| YTD | +35.3% | -1.3% | +36.6% | +33.7% |
| 1Y | +40.4% | -1.9% | +42.4% | +39.0% |
| 3Y | +226.8% | +53.5% | +173.4% | +168.9% |
| 5Y | +232.3% | -15.1% | +247.5% | +224.9% |
| 10Y | +1,469.9% | +81.0% | +1,389.0% | +1,012.9% |
| All | +1,063.2% | +18.9% | +1,044.4% | +586.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling