+1,803.3%
SMH vs USFD
+322.5%
+1,480.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | +5.2% | -3.3% | +8.6% | +6.3% |
| 30D | -1.5% | -5.3% | +3.8% | +0.1% |
| 3M | -4.1% | +18.8% | -22.9% | -9.7% |
| 6M | +50.8% | +14.3% | +36.5% | +43.4% |
| YTD | +59.3% | +36.9% | +22.4% | +42.1% |
| 1Y | +94.1% | +31.7% | +62.4% | +74.8% |
| 3Y | +286.7% | +164.5% | +122.3% | +179.6% |
| 5Y | +339.4% | +212.6% | +126.8% | +200.3% |
| 10Y | +1,803.3% | +329.7% | +1,473.6% | +985.0% |
| All | +1,803.3% | +322.5% | +1,480.8% | +985.0% |
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