+1,109.9%
SMH vs FLEX
+215.0%
+894.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.8% | +1.0% | +3.1% |
| 7D | +0.5% | +2.2% | -1.7% | -0.5% |
| 30D | -14.2% | -32.6% | +18.4% | +1.0% |
| 3M | -11.5% | -35.5% | +24.0% | +5.7% |
| 6M | -12.0% | -45.6% | +33.5% | +12.6% |
| YTD | +40.8% | +30.7% | +10.1% | +16.3% |
| 1Y | +44.9% | +28.4% | +16.5% | +20.2% |
| 3Y | +226.7% | +301.7% | -74.9% | +59.9% |
| 5Y | +250.6% | +473.3% | -222.7% | +45.5% |
| 10Y | +1,523.4% | +651.7% | +871.6% | +423.2% |
| All | +1,109.9% | +215.0% | +894.9% | +213.4% |
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 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