+240.5%
SMH vs FFIV
+41.1%
+199.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -6.7% | -4.2% | -2.5% | -4.1% |
| 30D | -19.8% | -33.9% | +14.0% | +0.2% |
| 3M | -15.1% | -22.6% | +7.5% | -4.4% |
| 6M | -14.6% | -10.4% | -4.3% | -12.8% |
| YTD | +34.3% | +24.3% | +10.0% | +8.6% |
| 1Y | +35.2% | +31.8% | +3.4% | +4.7% |
| 3Y | +211.7% | +99.5% | +112.2% | +67.9% |
| 5Y | +240.5% | +40.7% | +199.7% | +125.8% |
| All | +240.5% | +41.1% | +199.3% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling