+70.4%
SMH vs FRMI
-79.6%
+150.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +2.0% |
| 7D | +2.5% | +2.4% | +0.1% | +2.2% |
| 30D | -0.5% | -17.3% | +16.8% | +1.1% |
| 3M | -9.6% | -17.2% | +7.5% | -8.8% |
| 6M | +42.1% | -43.4% | +85.4% | +46.6% |
| YTD | +57.4% | -36.0% | +93.4% | +60.0% |
| All | +70.4% | -79.6% | +150.1% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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