+1,269.2%
SMH vs FDX
+1,263.0%
+6.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +2.5% |
| 7D | +5.2% | -3.3% | +8.5% | +6.9% |
| 30D | -1.5% | -1.4% | -0.1% | -1.1% |
| 3M | -4.1% | -4.5% | +0.4% | -2.1% |
| 6M | +50.8% | +9.4% | +41.4% | +42.9% |
| YTD | +59.3% | +36.0% | +23.3% | +34.7% |
| 1Y | +94.1% | +75.5% | +18.6% | +43.5% |
| 3Y | +286.7% | +62.8% | +223.9% | +183.4% |
| 5Y | +339.4% | +64.4% | +275.0% | +208.4% |
| 10Y | +1,803.3% | +175.5% | +1,627.8% | +836.1% |
| All | +1,269.2% | +1,263.0% | +6.2% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling