+1,269.2%
SMH vs CAG
+133.5%
+1,135.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | +5.2% | -5.3% | +10.5% | +6.2% |
| 30D | -1.5% | +1.0% | -2.5% | -1.8% |
| 3M | -4.1% | +17.4% | -21.5% | -7.3% |
| 6M | +50.8% | -16.8% | +67.6% | +54.9% |
| YTD | +59.3% | -6.8% | +66.1% | +59.5% |
| 1Y | +94.1% | -15.4% | +109.5% | +97.6% |
| 3Y | +286.7% | -37.1% | +323.8% | +310.2% |
| 5Y | +339.4% | -41.3% | +380.7% | +367.3% |
| 10Y | +1,803.3% | -35.5% | +1,838.7% | +1,781.1% |
| All | +1,269.2% | +133.5% | +1,135.7% | +991.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CAG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling