+328.5%
SMH vs FIVE
+31.2%
+297.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +1.0% |
| 7D | +2.5% | +4.3% | -1.7% | +1.2% |
| 30D | -0.5% | +12.5% | -13.0% | -4.4% |
| 3M | -9.6% | +31.2% | -40.9% | -17.4% |
| 6M | +42.1% | +14.4% | +27.7% | +34.2% |
| YTD | +57.4% | +33.9% | +23.6% | +41.4% |
| 1Y | +96.2% | +65.1% | +31.2% | +64.2% |
| 3Y | +267.9% | +49.0% | +219.0% | +193.4% |
| All | +328.5% | +31.2% | +297.3% | +244.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling