+1,803.3%
SMH vs FIX
+5,976.4%
-4,173.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.2% |
| 7D | +5.2% | +6.1% | -0.8% | +2.7% |
| 30D | -1.5% | -2.7% | +1.1% | -0.7% |
| 3M | -4.1% | -10.9% | +6.9% | +0.2% |
| 6M | +50.8% | +29.0% | +21.8% | +35.7% |
| YTD | +59.3% | +76.9% | -17.6% | +26.2% |
| 1Y | +94.1% | +130.7% | -36.7% | +37.0% |
| 3Y | +286.7% | +790.7% | -503.9% | +52.8% |
| 5Y | +339.4% | +2,185.6% | -1,846.1% | +20.8% |
| 10Y | +1,803.3% | +5,993.3% | -4,190.0% | +293.4% |
| All | +1,803.3% | +5,976.4% | -4,173.1% | +293.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling