+233.7%
SMH vs FN
+169.4%
+64.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.3% | +4.3% | -0.1% |
| 7D | +4.9% | +0.3% | +4.7% | +4.5% |
| 30D | -13.8% | -16.5% | +2.7% | -8.5% |
| 3M | -17.4% | -42.1% | +24.7% | -0.5% |
| 6M | -15.0% | -52.9% | +37.9% | +9.0% |
| YTD | +35.2% | -28.0% | +63.1% | +40.9% |
| 1Y | +41.6% | -18.5% | +60.1% | +39.5% |
| 3Y | +215.6% | +93.9% | +121.8% | +98.5% |
| All | +233.7% | +169.4% | +64.3% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling