+216.7%
SMH vs USFD
+188.3%
+28.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -11.2% | +3.0% | -14.2% | -12.6% |
| 30D | -25.8% | +11.1% | -36.8% | -29.6% |
| 3M | -18.8% | -0.3% | -18.5% | -19.3% |
| 6M | -15.6% | +15.9% | -31.5% | -23.0% |
| YTD | +28.8% | +41.6% | -12.8% | +3.7% |
| 1Y | +32.6% | +49.4% | -16.8% | +3.2% |
| 3Y | +213.6% | +157.8% | +55.8% | +75.6% |
| All | +216.7% | +188.3% | +28.4% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling