+43.4%
SMH vs FDX
+65.6%
-22.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.3% | -3.7% |
| 7D | -11.2% | +8.1% | -19.3% | -13.1% |
| 30D | -20.4% | +13.9% | -34.4% | -23.5% |
| 3M | -12.4% | +5.5% | -17.9% | -14.0% |
| 6M | -0.5% | +15.1% | -15.6% | -4.7% |
| YTD | +40.0% | +43.2% | -3.2% | +29.8% |
| 1Y | +43.4% | +65.0% | -21.7% | +39.4% |
| All | +43.4% | +65.6% | -22.2% | +39.4% |
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