+324.2%
SMH vs FLR
+230.6%
+93.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.6% |
| 7D | +1.4% | -6.9% | +8.3% | +3.9% |
| 30D | -2.2% | +1.1% | -3.3% | -2.8% |
| 3M | -1.9% | +14.3% | -16.2% | -6.7% |
| 6M | +41.0% | +19.1% | +21.9% | +31.0% |
| YTD | +55.6% | +35.1% | +20.5% | +38.3% |
| 1Y | +86.8% | +29.5% | +57.4% | +67.7% |
| 3Y | +277.7% | +53.0% | +224.7% | +204.3% |
| 5Y | +324.2% | +238.9% | +85.2% | +174.5% |
| All | +324.2% | +230.6% | +93.6% | +174.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling