+267.1%
SMH vs FIX
+782.4%
-515.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.8% |
| 7D | +2.5% | +6.0% | -3.5% | -0.1% |
| 30D | -0.5% | -7.2% | +6.8% | +2.6% |
| 3M | -9.6% | -15.9% | +6.2% | -2.8% |
| 6M | +42.1% | +12.7% | +29.3% | +34.5% |
| YTD | +57.4% | +72.8% | -15.3% | +24.8% |
| 1Y | +96.2% | +122.9% | -26.7% | +38.5% |
| All | +267.1% | +782.4% | -515.4% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling