+43.4%
SMH vs FND
-10.3%
+53.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.9% | -13.7% | -4.4% |
| 7D | -11.2% | +12.3% | -23.5% | -12.9% |
| 30D | -20.4% | +14.7% | -35.2% | -22.3% |
| 3M | -12.4% | -12.0% | -0.4% | -10.0% |
| 6M | -0.5% | +10.8% | -11.3% | -3.8% |
| YTD | +40.0% | -12.3% | +52.3% | +39.5% |
| 1Y | +43.4% | -13.4% | +56.8% | +43.2% |
| All | +43.4% | -10.3% | +53.6% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling