+1,475.7%
SMH vs FDX
+155.8%
+1,319.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.7% |
| 7D | +4.9% | +5.2% | -0.3% | +2.5% |
| 30D | -13.8% | +11.3% | -25.1% | -18.1% |
| 3M | -17.4% | -4.1% | -13.3% | -16.2% |
| 6M | -15.0% | +9.6% | -24.6% | -19.2% |
| YTD | +35.2% | +40.9% | -5.7% | +13.4% |
| 1Y | +41.6% | +53.0% | -11.4% | +14.2% |
| 3Y | +215.6% | +74.1% | +141.5% | +127.8% |
| 5Y | +233.2% | +75.1% | +158.1% | +131.8% |
| All | +1,475.7% | +155.8% | +1,319.9% | +733.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling