+96.2%
SMH vs FTI
+108.8%
-12.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +2.5% | +5.3% | -2.8% | +1.0% |
| 30D | -0.5% | +15.3% | -15.8% | -4.4% |
| 3M | -9.6% | +15.8% | -25.4% | -13.5% |
| 6M | +42.1% | +22.6% | +19.5% | +32.1% |
| YTD | +57.4% | +79.5% | -22.1% | +35.5% |
| 1Y | +96.2% | +102.0% | -5.8% | +64.3% |
| All | +96.2% | +108.8% | -12.5% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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