+1,523.4%
SMH vs FFIV
+130.1%
+1,393.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +4.0% | +4.3% |
| 7D | +0.5% | -2.9% | +3.5% | +2.6% |
| 30D | -14.2% | -32.4% | +18.2% | +5.4% |
| 3M | -11.5% | -22.7% | +11.2% | -0.2% |
| 6M | -12.0% | -10.7% | -1.3% | -9.2% |
| YTD | +40.8% | +25.4% | +15.4% | +16.5% |
| 1Y | +44.9% | +34.2% | +10.7% | +14.7% |
| 3Y | +226.7% | +101.2% | +125.5% | +95.1% |
| 5Y | +250.6% | +42.0% | +208.6% | +154.7% |
| 10Y | +1,523.4% | +126.7% | +1,396.7% | +762.8% |
| All | +1,523.4% | +130.1% | +1,393.3% | +762.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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