+1,487.3%
SMH vs FIVE
+562.8%
+924.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -6.7% | +7.3% | -14.1% | -8.7% |
| 30D | -19.8% | +18.1% | -37.9% | -23.9% |
| 3M | -15.1% | +7.7% | -22.8% | -17.5% |
| 6M | -14.6% | +13.6% | -28.2% | -19.2% |
| YTD | +34.3% | +34.6% | -0.3% | +19.9% |
| 1Y | +35.2% | +66.2% | -31.0% | +12.8% |
| 3Y | +211.7% | +43.5% | +168.2% | +150.8% |
| 5Y | +240.5% | +20.7% | +219.8% | +179.4% |
| 10Y | +1,487.3% | +541.5% | +945.9% | +806.1% |
| All | +1,487.3% | +562.8% | +924.6% | +806.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling