+1,487.3%
SMH vs FIX
+3,723.8%
-2,236.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -6.7% | -13.9% | +7.2% | -1.2% |
| 30D | -19.8% | -35.5% | +15.7% | -4.8% |
| 3M | -15.1% | -33.9% | +18.9% | -0.6% |
| 6M | -14.6% | -43.3% | +28.7% | +6.2% |
| YTD | +34.3% | +18.7% | +15.6% | +23.3% |
| 1Y | +35.2% | +13.8% | +21.5% | +25.8% |
| 3Y | +211.7% | +495.0% | -283.3% | +41.1% |
| 5Y | +240.5% | +1,049.0% | -808.6% | +16.7% |
| 10Y | +1,487.3% | +3,644.4% | -2,157.1% | +258.2% |
| All | +1,487.3% | +3,723.8% | -2,236.5% | +258.2% |
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