+259.9%
SMH vs FGI
-70.6%
+330.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.6% |
| 7D | -11.2% | -7.0% | -4.2% | -11.1% |
| 30D | -25.8% | -4.2% | -21.5% | -25.7% |
| 3M | -18.8% | +55.6% | -74.4% | -20.2% |
| 6M | -15.6% | -3.2% | -12.4% | -16.6% |
| YTD | +28.8% | +29.1% | -0.3% | +25.5% |
| 1Y | +32.6% | +51.0% | -18.4% | +28.6% |
| 3Y | +213.6% | +1.5% | +212.1% | +202.3% |
| All | +259.9% | -70.6% | +330.4% | +265.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling