+324.2%
SMH vs CAG
-42.8%
+367.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -3.0% |
| 7D | +1.4% | -5.9% | +7.3% | +0.2% |
| 30D | -2.2% | -1.5% | -0.7% | -2.5% |
| 3M | -1.9% | +11.5% | -13.3% | +0.6% |
| 6M | +41.0% | -15.7% | +56.7% | +39.8% |
| YTD | +55.6% | -10.2% | +65.8% | +55.6% |
| 1Y | +86.8% | -18.1% | +104.9% | +85.3% |
| 3Y | +277.7% | -39.4% | +317.0% | +263.0% |
| 5Y | +324.2% | -42.6% | +366.7% | +316.4% |
| All | +324.2% | -42.8% | +367.0% | +316.4% |
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