+282.9%
SMH vs CAG
-39.7%
+322.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.3% |
| 7D | +0.3% | -5.7% | +6.0% | -1.4% |
| 30D | -2.8% | -2.4% | -0.4% | -3.4% |
| 3M | -6.7% | +9.8% | -16.5% | -3.4% |
| 6M | +41.8% | -10.8% | +52.6% | +40.8% |
| YTD | +57.9% | -10.8% | +68.7% | +57.1% |
| 1Y | +87.6% | -19.0% | +106.6% | +83.4% |
| 3Y | +282.9% | -39.7% | +322.6% | +255.1% |
| All | +282.9% | -39.7% | +322.6% | +255.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling