+96.2%
SMH vs FANG
+43.7%
+52.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.4% |
| 7D | +2.5% | +0.8% | +1.7% | +2.6% |
| 30D | -0.5% | +7.6% | -8.1% | +0.4% |
| 3M | -9.6% | -1.3% | -8.4% | -9.2% |
| 6M | +42.1% | +14.7% | +27.4% | +43.7% |
| YTD | +57.4% | +34.8% | +22.7% | +59.4% |
| 1Y | +96.2% | +42.9% | +53.3% | +98.8% |
| All | +96.2% | +43.7% | +52.5% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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