+43.4%
SMH vs USFR
+4.1%
+39.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -11.2% | +0.1% | -11.3% | -9.2% |
| 30D | -20.4% | +0.4% | -20.8% | -13.8% |
| 3M | -12.4% | +1.1% | -13.5% | +13.2% |
| 6M | -0.5% | +2.0% | -2.5% | +59.3% |
| YTD | +40.0% | +3.4% | +36.7% | +106.5% |
| 1Y | +43.4% | +4.1% | +39.3% | +59.0% |
| All | +43.4% | +4.1% | +39.3% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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