+1,253.2%
SMH vs FDS
+2,045.4%
-792.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +4.1% |
| 7D | +2.5% | -1.9% | +4.4% | +3.3% |
| 30D | -0.5% | +9.0% | -9.5% | -4.6% |
| 3M | -9.6% | +18.9% | -28.5% | -19.2% |
| 6M | +42.1% | +35.1% | +6.9% | +16.8% |
| YTD | +57.4% | +5.5% | +51.9% | +43.2% |
| 1Y | +96.2% | -16.8% | +113.0% | +96.3% |
| 3Y | +267.9% | -28.1% | +296.0% | +289.4% |
| 5Y | +327.7% | -17.4% | +345.1% | +320.7% |
| 10Y | +1,764.6% | +85.4% | +1,679.2% | +1,114.7% |
| All | +1,253.2% | +2,045.4% | -792.2% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling