+1,061.7%
SMH vs FLEX
+199.1%
+862.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -1.2% |
| 7D | +4.9% | +7.5% | -2.5% | +1.4% |
| 30D | -13.8% | -25.3% | +11.5% | -2.9% |
| 3M | -17.4% | -39.7% | +22.3% | +1.8% |
| 6M | -15.0% | -47.9% | +32.9% | +10.9% |
| YTD | +35.2% | +24.1% | +11.1% | +14.3% |
| 1Y | +41.6% | +26.0% | +15.6% | +18.5% |
| 3Y | +215.6% | +282.7% | -67.1% | +57.8% |
| 5Y | +233.2% | +424.2% | -191.0% | +43.9% |
| 10Y | +1,458.7% | +613.8% | +844.9% | +414.2% |
| All | +1,061.7% | +199.1% | +862.6% | +208.0% |
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 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