+94.1%
SMH vs FGI
+93.1%
+1.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.2% |
| 7D | +5.2% | +5.2% | +0.1% | +5.2% |
| 30D | -1.5% | +65.2% | -66.7% | -2.7% |
| 3M | -4.1% | +30.2% | -34.3% | -5.1% |
| 6M | +50.8% | +87.8% | -37.1% | +47.6% |
| YTD | +59.3% | +32.5% | +26.9% | +56.5% |
| 1Y | +94.1% | +93.6% | +0.5% | +92.2% |
| All | +94.1% | +93.1% | +1.0% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling