+1,789.8%
SMH vs SFM
+268.6%
+1,521.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | +1.4% | -8.8% | +10.1% | +2.4% |
| 30D | -2.2% | -14.5% | +12.2% | -0.6% |
| 3M | -1.9% | -16.8% | +15.0% | -0.2% |
| 6M | +41.0% | -5.3% | +46.4% | +40.3% |
| YTD | +55.6% | -9.4% | +65.0% | +55.3% |
| 1Y | +86.8% | -46.2% | +133.0% | +99.6% |
| 3Y | +277.7% | +81.3% | +196.4% | +237.9% |
| 5Y | +324.2% | +211.9% | +112.3% | +247.1% |
| All | +1,789.8% | +268.6% | +1,521.2% | +1,332.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling