+97.5%
SMH vs FIG
-72.7%
+170.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.8% | -3.3% | +1.5% |
| 7D | +0.3% | -3.8% | +4.1% | +0.2% |
| 30D | -2.8% | -2.3% | -0.5% | -2.7% |
| 3M | -6.7% | +20.0% | -26.7% | -6.5% |
| 6M | +41.8% | -16.7% | +58.4% | +44.5% |
| YTD | +57.9% | -37.9% | +95.8% | +64.0% |
| 1Y | +87.6% | -58.5% | +146.2% | +99.6% |
| All | +97.5% | -72.7% | +170.2% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling