+1,817.6%
SMH vs FDS
+64.8%
+1,752.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +0.3% | -14.0% | +14.3% | +5.5% |
| 30D | -2.8% | -6.2% | +3.4% | -1.1% |
| 3M | -6.7% | +10.2% | -16.9% | -12.7% |
| 6M | +41.8% | +27.4% | +14.3% | +20.9% |
| YTD | +57.9% | -9.3% | +67.1% | +56.5% |
| 1Y | +87.6% | -28.6% | +116.3% | +108.1% |
| 3Y | +282.9% | -36.8% | +319.8% | +344.6% |
| 5Y | +330.4% | -28.6% | +359.0% | +360.5% |
| All | +1,817.6% | +64.8% | +1,752.8% | +1,224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling