+3,921.9%
SMH vs FN
+2,887.5%
+1,034.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.7% | -8.0% | +0.1% |
| 7D | -11.2% | 0.0% | -11.2% | -11.5% |
| 30D | -25.8% | -34.3% | +8.5% | -16.5% |
| 3M | -18.8% | -39.9% | +21.0% | -7.2% |
| 6M | -15.6% | -51.8% | +36.2% | +1.6% |
| YTD | +28.8% | -28.1% | +57.0% | +35.3% |
| 1Y | +32.6% | -29.1% | +61.6% | +39.1% |
| 3Y | +213.6% | +102.4% | +111.2% | +135.0% |
| 5Y | +222.4% | +171.7% | +50.8% | +118.2% |
| 10Y | +1,429.6% | +773.5% | +656.1% | +689.4% |
| All | +3,921.9% | +2,887.5% | +1,034.4% | +1,664.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling