+279.8%
SMH vs FIVE
+56.0%
+223.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +1.4% |
| 7D | +2.5% | +4.3% | -1.7% | +1.5% |
| 30D | -0.5% | +12.5% | -13.0% | -3.5% |
| 3M | -9.6% | +31.2% | -40.9% | -15.6% |
| 6M | +42.1% | +14.4% | +27.7% | +36.2% |
| YTD | +57.4% | +33.9% | +23.6% | +45.3% |
| 1Y | +96.2% | +65.1% | +31.2% | +71.9% |
| All | +279.8% | +56.0% | +223.8% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling