+4,815.2%
SMH vs FN
+3,620.5%
+1,194.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.7% |
| 7D | +2.5% | -1.7% | +4.2% | +3.0% |
| 30D | -0.5% | -22.0% | +21.5% | +6.2% |
| 3M | -9.6% | -43.0% | +33.4% | +5.1% |
| 6M | +42.1% | -27.7% | +69.8% | +51.5% |
| YTD | +57.4% | -10.5% | +68.0% | +56.4% |
| 1Y | +96.2% | +12.5% | +83.7% | +81.3% |
| 3Y | +267.9% | +153.8% | +114.1% | +160.0% |
| 5Y | +327.7% | +288.0% | +39.7% | +164.2% |
| 10Y | +1,764.6% | +906.4% | +858.2% | +819.3% |
| All | +4,815.2% | +3,620.5% | +1,194.6% | +1,939.0% |
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