+1,469.9%
SMH vs USFD
+368.6%
+1,101.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +4.1% |
| 7D | -4.1% | +3.9% | -8.0% | -5.3% |
| 30D | -19.2% | +12.8% | -32.1% | -22.4% |
| 3M | -16.4% | +1.0% | -17.3% | -17.0% |
| 6M | -14.0% | +30.3% | -44.2% | -21.6% |
| YTD | +35.3% | +46.0% | -10.6% | +18.0% |
| 1Y | +40.4% | +49.6% | -9.2% | +21.3% |
| 3Y | +226.8% | +166.3% | +60.6% | +135.4% |
| 5Y | +232.3% | +208.4% | +23.9% | +126.9% |
| 10Y | +1,469.9% | +371.2% | +1,098.7% | +780.3% |
| All | +1,469.9% | +368.6% | +1,101.3% | +780.3% |
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