+1,469.9%
SMH vs FIX
+4,032.2%
-2,562.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.4% | -4.4% | +1.1% |
| 7D | -4.1% | -7.2% | +3.1% | -1.7% |
| 30D | -19.2% | -35.1% | +15.9% | -4.3% |
| 3M | -16.4% | -34.3% | +17.9% | -1.9% |
| 6M | -14.0% | -42.9% | +29.0% | +6.7% |
| YTD | +35.3% | +19.5% | +15.9% | +24.0% |
| 1Y | +40.4% | +16.8% | +23.7% | +29.4% |
| 3Y | +226.8% | +506.7% | -279.9% | +47.1% |
| 5Y | +232.3% | +1,046.7% | -814.4% | +14.2% |
| 10Y | +1,469.9% | +3,800.0% | -2,330.0% | +259.3% |
| All | +1,469.9% | +4,032.2% | -2,562.2% | +259.3% |
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