+4,290.3%
SMH vs FANG
+1,412.9%
+2,877.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +0.3% | +2.9% | -2.6% | -0.3% |
| 30D | -2.8% | +2.6% | -5.4% | -3.3% |
| 3M | -6.7% | +7.6% | -14.3% | -8.4% |
| 6M | +41.8% | +17.3% | +24.4% | +36.1% |
| YTD | +57.9% | +38.7% | +19.2% | +46.1% |
| 1Y | +87.6% | +51.6% | +36.0% | +70.1% |
| 3Y | +282.9% | +50.0% | +233.0% | +244.4% |
| 5Y | +330.4% | +237.6% | +92.8% | +226.8% |
| 10Y | +1,857.0% | +180.7% | +1,676.3% | +1,238.4% |
| All | +4,290.3% | +1,412.9% | +2,877.4% | +2,103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling