+233.7%
SMH vs SFM
+116.0%
+117.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.1% |
| 7D | +4.9% | +6.0% | -1.1% | +4.4% |
| 30D | -13.8% | -19.5% | +5.6% | -12.5% |
| 3M | -17.4% | -37.0% | +19.6% | -14.2% |
| 6M | -15.0% | -41.0% | +26.0% | -11.4% |
| YTD | +35.2% | -34.6% | +69.8% | +38.2% |
| 1Y | +41.6% | -36.3% | +77.9% | +45.2% |
| 3Y | +215.6% | +24.5% | +191.1% | +187.1% |
| All | +233.7% | +116.0% | +117.7% | +191.3% |
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