+328.5%
SMH vs C
+128.9%
+199.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.8% |
| 7D | +2.5% | +3.6% | -1.1% | +0.3% |
| 30D | -0.5% | +0.1% | -0.5% | -0.7% |
| 3M | -9.6% | +2.4% | -12.1% | -11.0% |
| 6M | +42.1% | +24.9% | +17.1% | +23.9% |
| YTD | +57.4% | +19.8% | +37.6% | +39.7% |
| 1Y | +96.2% | +44.9% | +51.4% | +54.4% |
| 3Y | +267.9% | +263.0% | +4.9% | +62.0% |
| All | +328.5% | +128.9% | +199.6% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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