+1,524.2%
SMH vs USFD
+359.1%
+1,165.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.6% |
| 7D | +12.1% | +1.3% | +10.8% | +11.6% |
| 30D | -14.7% | +10.6% | -25.2% | -17.5% |
| 3M | -14.2% | -2.4% | -11.8% | -14.0% |
| 6M | -10.6% | +28.9% | -39.5% | -18.3% |
| YTD | +39.3% | +43.7% | -4.4% | +22.0% |
| 1Y | +41.6% | +48.5% | -6.9% | +22.6% |
| 3Y | +223.4% | +154.7% | +68.6% | +136.0% |
| 5Y | +243.5% | +218.4% | +25.1% | +133.1% |
| All | +1,524.2% | +359.1% | +1,165.1% | +837.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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