+2,774.1%
SMH vs SFM
+48.8%
+2,725.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.1% |
| 7D | +4.9% | +6.0% | -1.1% | +4.2% |
| 30D | -13.8% | -19.5% | +5.6% | -12.2% |
| 3M | -17.4% | -37.0% | +19.6% | -13.5% |
| 6M | -15.0% | -41.0% | +26.0% | -10.6% |
| YTD | +35.2% | -34.6% | +69.8% | +39.1% |
| 1Y | +41.6% | -36.3% | +77.9% | +46.2% |
| 3Y | +215.6% | +24.5% | +191.1% | +192.0% |
| 5Y | +233.2% | +115.9% | +117.3% | +180.2% |
| 10Y | +1,458.7% | +139.5% | +1,319.2% | +1,133.5% |
| All | +2,774.1% | +48.8% | +2,725.4% | +2,380.4% |
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 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