+3,529.9%
SMH vs FIVE
+873.2%
+2,656.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -6.7% | +7.3% | -14.1% | -8.5% |
| 30D | -19.8% | +18.1% | -37.9% | -23.4% |
| 3M | -15.1% | +7.7% | -22.8% | -17.2% |
| 6M | -14.6% | +13.6% | -28.2% | -18.5% |
| YTD | +34.3% | +34.6% | -0.3% | +21.9% |
| 1Y | +35.2% | +66.2% | -31.0% | +15.8% |
| 3Y | +211.7% | +43.5% | +168.2% | +158.3% |
| 5Y | +240.5% | +20.7% | +219.8% | +187.0% |
| 10Y | +1,487.3% | +541.5% | +945.9% | +838.7% |
| All | +3,529.9% | +873.2% | +2,656.8% | +1,903.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling