+87.6%
SMH vs FDS
-27.2%
+114.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.2% |
| 7D | +0.3% | -14.0% | +14.3% | -3.5% |
| 30D | -2.8% | -6.2% | +3.4% | -4.1% |
| 3M | -6.7% | +10.2% | -16.9% | -3.1% |
| 6M | +41.8% | +27.4% | +14.3% | +50.0% |
| YTD | +57.9% | -9.3% | +67.1% | +61.5% |
| 1Y | +87.6% | -28.6% | +116.3% | +86.1% |
| All | +87.6% | -27.2% | +114.9% | +86.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling