+1,253.2%
SMH vs FIX
+32,083.0%
-30,829.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.0% |
| 7D | +2.5% | +6.0% | -3.5% | +0.8% |
| 30D | -0.5% | -7.2% | +6.8% | +1.6% |
| 3M | -9.6% | -15.9% | +6.2% | -4.9% |
| 6M | +42.1% | +12.7% | +29.3% | +37.0% |
| YTD | +57.4% | +72.8% | -15.3% | +34.0% |
| 1Y | +96.2% | +122.9% | -26.7% | +54.2% |
| 3Y | +267.9% | +774.3% | -506.4% | +91.5% |
| 5Y | +327.7% | +2,049.5% | -1,721.8% | +74.2% |
| 10Y | +1,764.6% | +5,821.5% | -4,056.8% | +458.0% |
| All | +1,253.2% | +32,083.0% | -30,829.8% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling