+1,253.2%
SMH vs FLEX
+336.8%
+916.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +1.9% |
| 7D | +2.5% | -0.9% | +3.4% | +2.9% |
| 30D | -0.5% | -10.1% | +9.7% | +4.2% |
| 3M | -9.6% | -31.3% | +21.7% | +6.2% |
| 6M | +42.1% | +71.3% | -29.2% | +6.2% |
| YTD | +57.4% | +81.2% | -23.8% | +14.2% |
| 1Y | +96.2% | +98.5% | -2.3% | +35.8% |
| 3Y | +267.9% | +428.2% | -160.3% | +61.0% |
| 5Y | +327.7% | +657.3% | -329.6% | +58.6% |
| 10Y | +1,764.6% | +995.9% | +768.7% | +415.6% |
| All | +1,253.2% | +336.8% | +916.4% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling