+328.5%
SMH vs FIX
+2,061.9%
-1,733.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.7% |
| 7D | +2.5% | +6.0% | -3.5% | -0.2% |
| 30D | -0.5% | -7.2% | +6.8% | +2.7% |
| 3M | -9.6% | -15.9% | +6.2% | -2.5% |
| 6M | +42.1% | +12.7% | +29.3% | +33.7% |
| YTD | +57.4% | +72.8% | -15.3% | +22.2% |
| 1Y | +96.2% | +122.9% | -26.7% | +34.0% |
| 3Y | +267.9% | +774.3% | -506.4% | +22.1% |
| All | +328.5% | +2,061.9% | -1,733.4% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling