+1,253.2%
SMH vs FITB
+147.9%
+1,105.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | -0.5% | -4.7% | +4.3% | +0.7% |
| 3M | -9.6% | +6.7% | -16.3% | -11.2% |
| 6M | +42.1% | +12.6% | +29.5% | +37.6% |
| YTD | +57.4% | +19.1% | +38.3% | +50.1% |
| 1Y | +96.2% | +22.6% | +73.6% | +85.5% |
| 3Y | +267.9% | +127.1% | +140.8% | +197.7% |
| 5Y | +327.7% | +71.8% | +255.9% | +266.9% |
| 10Y | +1,764.6% | +287.2% | +1,477.5% | +1,173.7% |
| All | +1,253.2% | +147.9% | +1,105.3% | +1,025.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling