+1,109.9%
SMH vs FE
+510.2%
+599.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | -14.2% | +3.6% | -17.8% | -15.3% |
| 3M | -11.5% | +0.3% | -11.8% | -11.8% |
| 6M | -12.0% | +6.4% | -18.4% | -14.3% |
| YTD | +40.8% | +8.1% | +32.6% | +36.1% |
| 1Y | +44.9% | +4.6% | +40.3% | +41.5% |
| 3Y | +226.7% | +49.1% | +177.6% | +178.1% |
| 5Y | +250.6% | +46.1% | +204.5% | +197.3% |
| 10Y | +1,523.4% | +122.7% | +1,400.7% | +1,046.9% |
| All | +1,109.9% | +510.2% | +599.7% | +648.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling