+216.7%
SMH vs FIX
+933.9%
-717.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.4% | -1.8% | +1.1% |
| 7D | -11.2% | -17.5% | +6.3% | -3.6% |
| 30D | -25.8% | -41.6% | +15.8% | -5.8% |
| 3M | -18.8% | -40.6% | +21.8% | +1.5% |
| 6M | -15.6% | -49.4% | +33.8% | +13.3% |
| YTD | +28.8% | +9.2% | +19.7% | +21.5% |
| 1Y | +32.6% | +6.5% | +26.1% | +25.9% |
| 3Y | +213.6% | +448.7% | -235.1% | +24.3% |
| All | +216.7% | +933.9% | -717.2% | -18.8% |
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