+327.2%
SMH vs FERG
+67.5%
+259.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.1% |
| 7D | +0.3% | -2.6% | +2.8% | +1.7% |
| 30D | -2.8% | -8.9% | +6.1% | +2.4% |
| 3M | -6.7% | -2.0% | -4.7% | -6.1% |
| 6M | +41.8% | -3.2% | +45.0% | +43.0% |
| YTD | +57.9% | +1.5% | +56.4% | +54.6% |
| 1Y | +87.6% | +0.5% | +87.2% | +83.2% |
| 3Y | +282.9% | +50.4% | +232.5% | +177.5% |
| All | +327.2% | +67.5% | +259.7% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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