+4,687.9%
SMH vs FERG
+1,315.5%
+3,372.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +4.3% | +0.9% | +3.4% | +4.1% |
| 30D | +0.9% | -15.1% | +15.9% | +4.2% |
| 3M | -2.8% | -4.8% | +2.0% | -1.9% |
| 6M | +45.6% | -2.5% | +48.1% | +46.2% |
| YTD | +59.5% | +1.8% | +57.7% | +58.8% |
| 1Y | +93.4% | -0.3% | +93.8% | +93.1% |
| 3Y | +287.1% | +52.9% | +234.2% | +259.4% |
| 5Y | +338.0% | +69.3% | +268.8% | +297.7% |
| 10Y | +1,876.8% | +352.7% | +1,524.1% | +1,622.4% |
| All | +4,687.9% | +1,315.5% | +3,372.4% | +3,943.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling