+35.2%
SMH vs FIVE
+63.0%
-27.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -6.7% | +7.3% | -14.1% | -7.9% |
| 30D | -19.8% | +18.1% | -37.9% | -22.2% |
| 3M | -15.1% | +7.7% | -22.8% | -16.5% |
| 6M | -14.6% | +13.6% | -28.2% | -17.4% |
| YTD | +34.3% | +34.6% | -0.3% | +21.7% |
| 1Y | +35.2% | +66.2% | -31.0% | +14.8% |
| All | +35.2% | +63.0% | -27.8% | +14.8% |
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