+338.0%
SMH vs SFM
+217.9%
+120.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.5% |
| 7D | +4.3% | -7.2% | +11.5% | +5.1% |
| 30D | +0.9% | -14.3% | +15.2% | +2.3% |
| 3M | -2.8% | -13.7% | +10.9% | -1.8% |
| 6M | +45.6% | -6.0% | +51.6% | +44.9% |
| YTD | +59.5% | -8.2% | +67.7% | +58.8% |
| 1Y | +93.4% | -46.2% | +139.7% | +108.7% |
| 3Y | +287.1% | +83.6% | +203.5% | +242.5% |
| 5Y | +338.0% | +212.7% | +125.3% | +270.3% |
| All | +338.0% | +217.9% | +120.2% | +270.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling