+327.2%
SMH vs FITB
+68.5%
+258.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.2% |
| 7D | +0.3% | -0.3% | +0.5% | +0.4% |
| 30D | -2.8% | -5.7% | +2.9% | -0.3% |
| 3M | -6.7% | +3.2% | -9.9% | -8.4% |
| 6M | +41.8% | +23.4% | +18.4% | +28.1% |
| YTD | +57.9% | +18.8% | +39.1% | +44.2% |
| 1Y | +87.6% | +25.0% | +62.7% | +66.8% |
| 3Y | +282.9% | +131.2% | +151.7% | +151.6% |
| All | +327.2% | +68.5% | +258.7% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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