+328.5%
SMH vs USFD
+215.8%
+112.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +2.5% | -3.0% | +5.5% | +3.9% |
| 30D | -0.5% | +3.5% | -4.0% | -2.2% |
| 3M | -9.6% | +26.6% | -36.2% | -20.2% |
| 6M | +42.1% | +11.7% | +30.4% | +33.0% |
| YTD | +57.4% | +38.1% | +19.3% | +30.2% |
| 1Y | +96.2% | +33.4% | +62.8% | +64.5% |
| 3Y | +267.9% | +155.8% | +112.1% | +113.8% |
| All | +328.5% | +215.8% | +112.7% | +118.9% |
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