+1,475.7%
SMH vs FIX
+3,564.5%
-2,088.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.4% |
| 7D | +4.9% | +9.4% | -4.5% | +1.0% |
| 30D | -13.8% | -27.8% | +14.0% | -2.3% |
| 3M | -17.4% | -35.6% | +18.2% | -2.3% |
| 6M | -15.0% | -45.2% | +30.3% | +7.3% |
| YTD | +35.2% | +19.5% | +15.7% | +23.8% |
| 1Y | +41.6% | +24.2% | +17.4% | +27.4% |
| 3Y | +215.6% | +494.2% | -278.5% | +43.0% |
| 5Y | +233.2% | +1,036.1% | -802.9% | +14.6% |
| All | +1,475.7% | +3,564.5% | -2,088.9% | +258.1% |
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 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