+215.6%
SMH vs FAST
+97.8%
+117.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.8% |
| 7D | +4.9% | +4.2% | +0.8% | +3.5% |
| 30D | -13.8% | +6.7% | -20.5% | -15.7% |
| 3M | -17.4% | +8.0% | -25.4% | -19.6% |
| 6M | -15.0% | +27.4% | -42.4% | -22.4% |
| YTD | +35.2% | +40.5% | -5.3% | +17.5% |
| 1Y | +41.6% | +38.4% | +3.2% | +23.8% |
| 3Y | +215.6% | +98.7% | +116.9% | +120.6% |
| All | +215.6% | +97.8% | +117.8% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 3y: compounded portfolio wealth divided by compounded FAST 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…
3y analysis · Full analysis span regression · 6 months rolling