+1,876.8%
SMH vs FE
+110.4%
+1,766.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +4.3% | -0.2% | +4.5% | +4.4% |
| 30D | +0.9% | -1.2% | +2.0% | +1.1% |
| 3M | -2.8% | +1.7% | -4.5% | -3.5% |
| 6M | +45.6% | -7.5% | +53.1% | +48.1% |
| YTD | +59.5% | +6.3% | +53.1% | +55.8% |
| 1Y | +93.4% | +10.9% | +82.6% | +86.3% |
| 3Y | +287.1% | +46.9% | +240.2% | +234.4% |
| 5Y | +338.0% | +47.6% | +290.4% | +274.0% |
| 10Y | +1,876.8% | +114.5% | +1,762.3% | +1,543.7% |
| All | +1,876.8% | +110.4% | +1,766.5% | +1,543.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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