+1,270.6%
SMH vs FISV
+521.1%
+749.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +2.3% |
| 7D | +4.3% | -6.4% | +10.7% | +7.7% |
| 30D | +0.9% | -6.8% | +7.7% | +3.9% |
| 3M | -2.8% | -10.0% | +7.1% | -0.5% |
| 6M | +45.6% | -20.6% | +66.2% | +56.6% |
| YTD | +59.5% | -27.6% | +87.0% | +78.1% |
| 1Y | +93.4% | -64.3% | +157.8% | +183.4% |
| 3Y | +287.1% | -60.0% | +347.1% | +394.8% |
| 5Y | +338.0% | -57.7% | +395.7% | +430.3% |
| 10Y | +1,876.8% | -3.0% | +1,879.8% | +1,289.1% |
| All | +1,270.6% | +521.1% | +749.5% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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