+1,067.8%
SMH vs FOXA
+86.3%
+981.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.8% |
| 7D | +4.3% | -5.4% | +9.7% | +6.1% |
| 30D | +0.9% | +1.1% | -0.3% | +0.2% |
| 3M | -2.8% | -6.1% | +3.3% | -2.3% |
| 6M | +45.6% | +8.2% | +37.4% | +38.4% |
| YTD | +59.5% | -11.8% | +71.3% | +62.9% |
| 1Y | +93.4% | +9.9% | +83.5% | +80.6% |
| 3Y | +287.1% | +110.7% | +176.4% | +178.7% |
| 5Y | +338.0% | +86.9% | +251.1% | +226.9% |
| All | +1,067.8% | +86.3% | +981.5% | +682.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling