+43.4%
SMH vs FIVE
+63.3%
-19.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.7% | -9.4% | -3.9% |
| 7D | -11.2% | +7.5% | -18.6% | -12.3% |
| 30D | -20.4% | +16.7% | -37.2% | -22.7% |
| 3M | -12.4% | +13.4% | -25.8% | -15.1% |
| 6M | -0.5% | +9.0% | -9.5% | -2.6% |
| YTD | +40.0% | +33.8% | +6.2% | +26.9% |
| 1Y | +43.4% | +61.2% | -17.8% | +22.2% |
| All | +43.4% | +63.3% | -19.9% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling