+1,817.6%
SMH vs FLEX
+1,128.1%
+689.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.2% | -5.7% | -1.9% |
| 7D | +0.3% | +5.7% | -5.5% | -2.5% |
| 30D | -2.8% | -7.0% | +4.2% | +0.2% |
| 3M | -6.7% | -23.8% | +17.1% | +4.9% |
| 6M | +41.8% | +82.6% | -40.9% | +0.4% |
| YTD | +57.9% | +91.6% | -33.8% | +8.5% |
| 1Y | +87.6% | +100.6% | -12.9% | +25.3% |
| 3Y | +282.9% | +479.8% | -196.8% | +50.2% |
| 5Y | +330.4% | +746.5% | -416.1% | +40.5% |
| All | +1,817.6% | +1,128.1% | +689.5% | +382.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling