+41.6%
SMH vs USFD
+49.2%
-7.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | +4.9% | +1.7% | +3.2% | +4.9% |
| 30D | -13.8% | +10.2% | -24.0% | -13.7% |
| 3M | -17.4% | -1.5% | -15.9% | -17.1% |
| 6M | -15.0% | +27.3% | -42.3% | -16.5% |
| YTD | +35.2% | +44.0% | -8.8% | +27.7% |
| 1Y | +41.6% | +50.4% | -8.8% | +31.4% |
| All | +41.6% | +49.2% | -7.6% | +31.4% |
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