+2,740.4%
SMH vs FLR
+587.1%
+2,153.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.0% |
| 7D | +4.3% | -3.1% | +7.5% | +5.2% |
| 30D | +0.9% | +4.9% | -4.1% | -0.6% |
| 3M | -2.8% | +10.8% | -13.6% | -5.8% |
| 6M | +45.6% | +19.7% | +26.0% | +37.4% |
| YTD | +59.5% | +38.4% | +21.1% | +44.4% |
| 1Y | +93.4% | +34.7% | +58.8% | +75.9% |
| 3Y | +287.1% | +56.7% | +230.4% | +227.1% |
| 5Y | +338.0% | +241.6% | +96.4% | +192.0% |
| 10Y | +1,876.8% | +20.2% | +1,856.6% | +1,331.7% |
| All | +2,740.4% | +587.1% | +2,153.2% | +811.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling