+3,287.7%
SMH vs SFM
+117.5%
+3,170.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +2.0% |
| 7D | +5.2% | -5.8% | +11.0% | +6.0% |
| 30D | -1.5% | -11.4% | +9.8% | -0.2% |
| 3M | -4.1% | -12.2% | +8.1% | -3.0% |
| 6M | +50.8% | -5.2% | +55.9% | +50.1% |
| YTD | +59.3% | -4.5% | +63.8% | +58.0% |
| 1Y | +94.1% | -45.4% | +139.5% | +107.4% |
| 3Y | +286.7% | +91.1% | +195.6% | +242.0% |
| 5Y | +339.4% | +226.8% | +112.6% | +253.9% |
| 10Y | +1,803.3% | +291.9% | +1,511.4% | +1,323.0% |
| All | +3,287.7% | +117.5% | +3,170.3% | +2,716.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling