+277.4%
SMH vs FTV
-5.5%
+282.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.1% |
| 7D | +1.4% | -5.2% | +6.6% | +4.5% |
| 30D | -2.2% | -11.5% | +9.3% | +4.7% |
| 3M | -1.9% | -9.0% | +7.2% | +2.8% |
| 6M | +41.0% | -2.0% | +43.0% | +40.6% |
| YTD | +55.6% | -0.9% | +56.5% | +51.2% |
| 1Y | +86.8% | +14.8% | +72.0% | +60.9% |
| All | +277.4% | -5.5% | +282.9% | +276.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling