+338.0%
SMH vs FLEX
+717.1%
-379.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.8% |
| 7D | +4.3% | +6.4% | -2.0% | +0.9% |
| 30D | +0.9% | -5.9% | +6.7% | +3.8% |
| 3M | -2.8% | -23.5% | +20.6% | +10.4% |
| 6M | +45.6% | +83.7% | -38.1% | -4.1% |
| YTD | +59.5% | +86.5% | -27.0% | +3.1% |
| 1Y | +93.4% | +100.5% | -7.1% | +18.2% |
| 3Y | +287.1% | +469.8% | -182.7% | +18.3% |
| 5Y | +338.0% | +725.7% | -387.6% | -2.0% |
| All | +338.0% | +717.1% | -379.0% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling