+2,110.3%
SMH vs USFD
+329.0%
+1,781.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +2.5% | -3.0% | +5.5% | +3.4% |
| 30D | -0.5% | +3.5% | -4.0% | -1.6% |
| 3M | -9.6% | +26.6% | -36.2% | -16.6% |
| 6M | +42.1% | +11.7% | +30.4% | +36.1% |
| YTD | +57.4% | +38.1% | +19.3% | +40.2% |
| 1Y | +96.2% | +33.4% | +62.8% | +76.2% |
| 3Y | +267.9% | +155.8% | +112.1% | +169.2% |
| 5Y | +327.7% | +214.0% | +113.6% | +192.6% |
| 10Y | +1,764.6% | +320.4% | +1,444.3% | +1,003.9% |
| All | +2,110.3% | +329.0% | +1,781.3% | +1,204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling