+74.3%
SMH vs FIG
-77.7%
+152.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | +12.1% | +2.6% | +9.5% | +12.1% |
| 30D | -14.7% | -13.1% | -1.6% | -14.6% |
| 3M | -14.2% | -20.3% | +6.1% | -14.2% |
| 6M | -10.6% | -2.1% | -8.5% | -10.8% |
| YTD | +39.3% | -49.4% | +88.7% | +44.7% |
| 1Y | +41.6% | -57.0% | +98.6% | +48.1% |
| All | +74.3% | -77.7% | +152.0% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling