+1,524.2%
SMH vs FIX
+3,615.9%
-2,091.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.1% |
| 7D | +12.1% | +17.0% | -4.9% | +4.9% |
| 30D | -14.7% | -30.6% | +15.9% | -1.7% |
| 3M | -14.2% | -35.0% | +20.8% | +1.1% |
| 6M | -10.6% | -44.0% | +33.3% | +11.7% |
| YTD | +39.3% | +21.1% | +18.2% | +26.9% |
| 1Y | +41.6% | +16.3% | +25.3% | +30.6% |
| 3Y | +223.4% | +507.4% | -284.0% | +45.2% |
| 5Y | +243.5% | +1,052.1% | -808.6% | +17.5% |
| All | +1,524.2% | +3,615.9% | -2,091.7% | +266.9% |
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