+328.5%
SMH vs FE
+45.0%
+283.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +2.5% | +1.9% | +0.6% | +2.3% |
| 30D | -0.5% | -1.2% | +0.7% | -0.4% |
| 3M | -9.6% | +3.5% | -13.1% | -10.1% |
| 6M | +42.1% | -6.1% | +48.1% | +43.1% |
| YTD | +57.4% | +7.6% | +49.8% | +55.6% |
| 1Y | +96.2% | +11.9% | +84.3% | +92.6% |
| 3Y | +267.9% | +48.4% | +219.5% | +233.1% |
| All | +328.5% | +45.0% | +283.6% | +278.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling