+233.7%
SMH vs CAG
-41.0%
+274.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -2.7% |
| 7D | +4.9% | -3.3% | +8.3% | +4.1% |
| 30D | -13.8% | +7.7% | -21.5% | -11.9% |
| 3M | -17.4% | -3.2% | -14.2% | -17.2% |
| 6M | -15.0% | +7.0% | -21.9% | -12.4% |
| YTD | +35.2% | -9.0% | +44.1% | +36.7% |
| 1Y | +41.6% | -9.6% | +51.2% | +43.1% |
| 3Y | +215.6% | -36.0% | +251.6% | +205.8% |
| All | +233.7% | -41.0% | +274.7% | +235.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling