+99.3%
SMH vs FIG
-73.2%
+172.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.7% | +6.9% | +1.1% |
| 7D | +5.2% | -16.4% | +21.6% | +5.0% |
| 30D | -1.5% | -2.3% | +0.8% | -1.4% |
| 3M | -4.1% | +7.8% | -11.9% | -3.6% |
| 6M | +50.8% | -21.8% | +72.6% | +54.0% |
| YTD | +59.3% | -39.1% | +98.4% | +65.4% |
| 1Y | +94.1% | -56.6% | +150.7% | +106.7% |
| All | +99.3% | -73.2% | +172.5% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling