+211.7%
SMH vs FFIV
+102.8%
+108.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -6.7% | -4.2% | -2.5% | -4.7% |
| 30D | -19.8% | -33.9% | +14.0% | -4.7% |
| 3M | -15.1% | -22.6% | +7.5% | -7.1% |
| 6M | -14.6% | -10.4% | -4.3% | -13.3% |
| YTD | +34.3% | +24.3% | +10.0% | +13.6% |
| 1Y | +35.2% | +31.8% | +3.4% | +10.5% |
| 3Y | +211.7% | +99.5% | +112.2% | +106.0% |
| All | +211.7% | +102.8% | +108.8% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling