+2,860.1%
SMH vs FTI
+2,117.5%
+742.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.8% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | -1.5% | +12.3% | -13.9% | -5.0% |
| 3M | -4.1% | +13.8% | -17.8% | -8.0% |
| 6M | +50.8% | +24.3% | +26.5% | +40.5% |
| YTD | +59.3% | +75.8% | -16.5% | +33.9% |
| 1Y | +94.1% | +99.6% | -5.5% | +56.4% |
| 3Y | +286.7% | +278.4% | +8.3% | +153.2% |
| 5Y | +339.4% | +1,168.7% | -829.3% | +89.3% |
| 10Y | +1,803.3% | +297.5% | +1,505.8% | +880.6% |
| All | +2,860.1% | +2,117.5% | +742.6% | +457.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling