+1,253.2%
SMH vs F
+38.8%
+1,214.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.2% | +2.1% |
| 7D | +2.5% | +5.3% | -2.8% | +0.7% |
| 30D | -0.5% | +4.6% | -5.1% | -2.1% |
| 3M | -9.6% | -3.7% | -6.0% | -8.7% |
| 6M | +42.1% | +16.8% | +25.3% | +33.4% |
| YTD | +57.4% | +15.3% | +42.2% | +48.2% |
| 1Y | +96.2% | +31.0% | +65.2% | +76.0% |
| 3Y | +267.9% | +45.4% | +222.5% | +208.1% |
| 5Y | +327.7% | +54.7% | +273.0% | +243.4% |
| 10Y | +1,764.6% | +98.2% | +1,666.4% | +1,185.9% |
| All | +1,253.2% | +38.8% | +1,214.4% | +661.6% |
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 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