+327.2%
SMH vs FOXA
+93.7%
+233.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.1% |
| 7D | +0.3% | +0.8% | -0.5% | 0.0% |
| 30D | -2.8% | +5.0% | -7.8% | -4.5% |
| 3M | -6.7% | -3.0% | -3.7% | -6.8% |
| 6M | +41.8% | +14.8% | +27.0% | +31.8% |
| YTD | +57.9% | -8.9% | +66.8% | +61.1% |
| 1Y | +87.6% | +13.3% | +74.3% | +72.8% |
| 3Y | +282.9% | +115.4% | +167.5% | +160.0% |
| All | +327.2% | +93.7% | +233.5% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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