+43.4%
SMH vs FIX
+14.3%
+29.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -15.1% | +12.3% | +4.7% |
| 7D | -11.2% | -18.9% | +7.7% | -2.1% |
| 30D | -20.4% | -36.3% | +15.8% | -1.2% |
| 3M | -12.4% | -38.5% | +26.1% | +10.3% |
| 6M | -0.5% | -42.3% | +41.8% | +29.3% |
| YTD | +40.0% | +17.1% | +22.9% | +28.9% |
| 1Y | +43.4% | +14.4% | +29.0% | +33.1% |
| All | +43.4% | +14.3% | +29.1% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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