+339.4%
SMH vs FFIV
+92.2%
+247.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +5.2% | -1.5% | +6.8% | +6.2% |
| 30D | -1.5% | -2.7% | +1.1% | -0.2% |
| 3M | -4.1% | -1.7% | -2.4% | -3.6% |
| 6M | +50.8% | +36.1% | +14.6% | +22.3% |
| YTD | +59.3% | +52.6% | +6.7% | +18.6% |
| 1Y | +94.1% | +21.5% | +72.6% | +66.2% |
| 3Y | +286.7% | +142.7% | +144.0% | +96.0% |
| 5Y | +339.4% | +92.6% | +246.9% | +158.9% |
| All | +339.4% | +92.2% | +247.2% | +158.9% |
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