+1,789.8%
SMH vs FFIV
+238.2%
+1,551.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.5% |
| 7D | +1.4% | +1.6% | -0.2% | +0.4% |
| 30D | -2.2% | -3.7% | +1.5% | -0.2% |
| 3M | -1.9% | +2.0% | -3.8% | -3.5% |
| 6M | +41.0% | +39.3% | +1.8% | +14.6% |
| YTD | +55.6% | +56.1% | -0.5% | +17.0% |
| 1Y | +86.8% | +22.0% | +64.8% | +61.0% |
| 3Y | +277.7% | +148.2% | +129.5% | +107.4% |
| 5Y | +324.2% | +96.3% | +227.8% | +164.4% |
| All | +1,789.8% | +238.2% | +1,551.6% | +812.6% |
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