+1,469.9%
SMH vs FN
+837.6%
+632.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.9% | -6.8% | +0.4% |
| 7D | -4.1% | +16.3% | -20.4% | -10.3% |
| 30D | -19.2% | -24.7% | +5.5% | -10.7% |
| 3M | -16.4% | -34.9% | +18.6% | -3.7% |
| 6M | -14.0% | -41.1% | +27.1% | +1.2% |
| YTD | +35.3% | -19.6% | +55.0% | +35.6% |
| 1Y | +40.4% | -18.5% | +59.0% | +38.9% |
| 3Y | +226.8% | +119.1% | +107.7% | +99.1% |
| 5Y | +232.3% | +206.9% | +25.4% | +67.0% |
| 10Y | +1,469.9% | +826.4% | +643.5% | +415.4% |
| All | +1,469.9% | +837.6% | +632.4% | +415.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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