+94.1%
SMH vs FIX
+132.0%
-37.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | 0.0% |
| 7D | +5.2% | +6.1% | -0.8% | +2.3% |
| 30D | -1.5% | -2.7% | +1.1% | -0.6% |
| 3M | -4.1% | -10.9% | +6.9% | +1.0% |
| 6M | +50.8% | +29.0% | +21.8% | +36.3% |
| YTD | +59.3% | +76.9% | -17.6% | +28.0% |
| 1Y | +94.1% | +130.7% | -36.7% | +44.4% |
| All | +94.1% | +132.0% | -37.9% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling