+36.3%
SMH vs USFD
+49.7%
-13.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +5.0% |
| 7D | -4.1% | +3.9% | -8.0% | -3.9% |
| 30D | -19.2% | +12.8% | -32.1% | -19.2% |
| 3M | -16.4% | +1.0% | -17.3% | -16.1% |
| 6M | -14.0% | +30.3% | -44.2% | -15.9% |
| YTD | +35.3% | +46.0% | -10.6% | +26.5% |
| All | +36.3% | +49.7% | -13.4% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling