+327.2%
SMH vs USFR
+20.6%
+306.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.7% |
| 7D | +0.3% | +0.1% | +0.1% | +0.6% |
| 30D | -2.8% | +0.4% | -3.1% | -1.9% |
| 3M | -6.7% | +1.0% | -7.8% | -4.3% |
| 6M | +41.8% | +2.0% | +39.8% | +47.1% |
| YTD | +57.9% | +2.8% | +55.1% | +64.5% |
| 1Y | +87.6% | +4.1% | +83.6% | +97.3% |
| 3Y | +282.9% | +14.1% | +268.8% | +293.4% |
| All | +327.2% | +20.6% | +306.6% | +329.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling