+228.7%
SMH vs FDS
-22.8%
+251.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +5.1% |
| 7D | +0.5% | -2.1% | +2.7% | +0.3% |
| 30D | -14.2% | +16.0% | -30.2% | -13.0% |
| 3M | -11.5% | +18.8% | -30.3% | -9.8% |
| 6M | -12.0% | +54.1% | -66.1% | -10.1% |
| YTD | +40.8% | +17.0% | +23.8% | +50.6% |
| 1Y | +44.9% | +25.5% | +19.3% | +52.0% |
| All | +228.7% | -22.8% | +251.5% | +289.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling