+1,818.9%
SMH vs FTV
+127.6%
+1,691.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | +4.9% | +3.9% | +1.0% | +2.4% |
| 30D | -13.8% | +18.7% | -32.5% | -22.9% |
| 3M | -17.4% | +10.0% | -27.4% | -22.5% |
| 6M | -15.0% | +14.6% | -29.5% | -23.0% |
| YTD | +35.2% | +23.4% | +11.7% | +14.1% |
| 1Y | +41.6% | +31.3% | +10.3% | +14.2% |
| 3Y | +215.6% | +39.8% | +175.8% | +142.7% |
| 5Y | +233.2% | +17.7% | +215.5% | +184.4% |
| 10Y | +1,458.7% | +110.2% | +1,348.4% | +897.1% |
| All | +1,818.9% | +127.6% | +1,691.3% | +1,108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling