+3,129.6%
SMH vs USFR
+27.6%
+3,102.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +5.2% | +0.1% | +5.2% | +5.2% |
| 30D | -1.5% | +0.3% | -1.9% | -1.6% |
| 3M | -4.1% | +1.0% | -5.1% | -4.3% |
| 6M | +50.8% | +1.9% | +48.8% | +50.2% |
| YTD | +59.3% | +2.7% | +56.7% | +58.4% |
| 1Y | +94.1% | +4.0% | +90.1% | +92.4% |
| 3Y | +286.7% | +14.0% | +272.7% | +274.2% |
| 5Y | +339.4% | +20.4% | +319.0% | +319.1% |
| 10Y | +1,803.3% | +28.1% | +1,775.2% | +1,696.1% |
| All | +3,129.6% | +27.6% | +3,102.0% | +2,908.9% |
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