+96.2%
SMH vs FDX
+80.8%
+15.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | +2.5% | -2.5% | +5.0% | +3.5% |
| 30D | -0.5% | +3.8% | -4.3% | -2.2% |
| 3M | -9.6% | -1.3% | -8.3% | -9.5% |
| 6M | +42.1% | +5.0% | +37.1% | +36.3% |
| YTD | +57.4% | +39.6% | +17.8% | +39.0% |
| 1Y | +96.2% | +81.1% | +15.1% | +62.1% |
| All | +96.2% | +80.8% | +15.4% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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