+87.6%
SMH vs USFR
+4.1%
+83.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +3.4% |
| 7D | +0.3% | +0.1% | +0.1% | +3.7% |
| 30D | -2.8% | +0.4% | -3.1% | +6.8% |
| 3M | -6.7% | +1.0% | -7.8% | +23.4% |
| 6M | +41.8% | +2.0% | +39.8% | +111.5% |
| YTD | +57.9% | +2.8% | +55.1% | +138.8% |
| 1Y | +87.6% | +4.1% | +83.6% | +215.5% |
| All | +87.6% | +4.1% | +83.6% | +215.5% |
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