+2,640.0%
SMH vs USFR
+28.6%
+2,611.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +4.9% | +0.1% | +4.9% | +4.9% |
| 30D | -13.8% | +0.4% | -14.2% | -13.9% |
| 3M | -17.4% | +1.1% | -18.4% | -17.5% |
| 6M | -15.0% | +2.0% | -17.0% | -15.3% |
| YTD | +35.2% | +3.5% | +31.7% | +34.2% |
| 1Y | +41.6% | +4.1% | +37.5% | +40.4% |
| 3Y | +215.6% | +14.4% | +201.3% | +205.4% |
| 5Y | +233.2% | +21.4% | +211.8% | +217.4% |
| 10Y | +1,458.7% | +28.6% | +1,430.1% | +1,370.1% |
| All | +2,640.0% | +28.6% | +2,611.3% | +2,449.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling