+1,475.7%
SMH vs FE
+126.1%
+1,349.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.3% |
| 7D | +4.9% | +1.2% | +3.7% | +4.6% |
| 30D | -13.8% | +4.5% | -18.3% | -14.9% |
| 3M | -17.4% | +1.3% | -18.7% | -17.8% |
| 6M | -15.0% | +8.7% | -23.6% | -17.3% |
| YTD | +35.2% | +9.2% | +25.9% | +30.9% |
| 1Y | +41.6% | +7.0% | +34.6% | +37.9% |
| 3Y | +215.6% | +51.4% | +164.2% | +170.4% |
| 5Y | +233.2% | +47.7% | +185.5% | +184.8% |
| All | +1,475.7% | +126.1% | +1,349.6% | +1,210.9% |
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