+1,061.7%
SMH vs FDS
+2,263.7%
-1,202.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | +4.9% | +1.5% | +3.4% | +4.3% |
| 30D | -13.8% | +14.8% | -28.6% | -19.5% |
| 3M | -17.4% | +16.3% | -33.7% | -24.2% |
| 6M | -15.0% | +66.2% | -81.2% | -36.3% |
| YTD | +35.2% | +16.2% | +18.9% | +15.9% |
| 1Y | +41.6% | +21.8% | +19.8% | +18.0% |
| 3Y | +215.6% | -23.9% | +239.5% | +221.5% |
| 5Y | +233.2% | -23.1% | +256.3% | +236.2% |
| 10Y | +1,458.7% | +128.7% | +1,330.0% | +810.9% |
| All | +1,061.7% | +2,263.7% | -1,202.1% | +108.0% |
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