+1,061.7%
SMH vs FITB
+148.3%
+913.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.3% |
| 7D | +4.9% | +2.8% | +2.2% | +4.2% |
| 30D | -13.8% | +9.8% | -23.6% | -15.8% |
| 3M | -17.4% | -5.2% | -12.2% | -16.3% |
| 6M | -15.0% | +17.3% | -32.3% | -18.5% |
| YTD | +35.2% | +19.3% | +15.9% | +28.8% |
| 1Y | +41.6% | +32.7% | +8.9% | +31.4% |
| 3Y | +215.6% | +141.6% | +74.0% | +152.1% |
| 5Y | +233.2% | +48.9% | +184.4% | +195.7% |
| 10Y | +1,458.7% | +216.5% | +1,242.2% | +1,010.2% |
| All | +1,061.7% | +148.3% | +913.4% | +865.2% |
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