+1,817.6%
SMH vs FLR
+19.7%
+1,797.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | +0.3% | -3.5% | +3.8% | +1.0% |
| 30D | -2.8% | +4.2% | -7.0% | -3.7% |
| 3M | -6.7% | +8.1% | -14.8% | -8.4% |
| 6M | +41.8% | +21.5% | +20.2% | +35.5% |
| YTD | +57.9% | +36.8% | +21.1% | +47.3% |
| 1Y | +87.6% | +31.2% | +56.4% | +76.2% |
| 3Y | +282.9% | +53.9% | +229.0% | +242.7% |
| 5Y | +330.4% | +243.0% | +87.4% | +235.2% |
| All | +1,817.6% | +19.7% | +1,797.9% | +1,604.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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