+1,523.4%
SMH vs FN
+850.1%
+673.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.9% | -1.1% | +2.5% |
| 7D | +0.5% | +8.0% | -7.5% | -2.8% |
| 30D | -14.2% | -19.1% | +4.9% | -7.8% |
| 3M | -11.5% | -29.8% | +18.3% | -1.1% |
| 6M | -12.0% | -43.2% | +31.2% | +4.9% |
| YTD | +40.8% | -18.9% | +59.7% | +40.6% |
| 1Y | +44.9% | -17.9% | +62.7% | +42.8% |
| 3Y | +226.7% | +120.1% | +106.6% | +98.7% |
| 5Y | +250.6% | +206.7% | +43.9% | +76.3% |
| 10Y | +1,523.4% | +804.7% | +718.7% | +440.2% |
| All | +1,523.4% | +850.1% | +673.3% | +440.2% |
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