+93.4%
SMH vs FIVE
+64.7%
+28.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.8% |
| 7D | +4.3% | +1.7% | +2.7% | +3.8% |
| 30D | +0.9% | +5.0% | -4.1% | -1.0% |
| 3M | -2.8% | +29.5% | -32.3% | -10.5% |
| 6M | +45.6% | +12.4% | +33.2% | +38.4% |
| YTD | +59.5% | +31.2% | +28.3% | +41.2% |
| 1Y | +93.4% | +72.9% | +20.6% | +51.2% |
| All | +93.4% | +64.7% | +28.7% | +51.2% |
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