+1,253.2%
SMH vs CAG
+136.9%
+1,116.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | +2.5% | -3.8% | +6.3% | +3.2% |
| 30D | -0.5% | +3.1% | -3.6% | -1.1% |
| 3M | -9.6% | +23.5% | -33.1% | -13.5% |
| 6M | +42.1% | -14.8% | +56.9% | +45.3% |
| YTD | +57.4% | -5.4% | +62.9% | +57.3% |
| 1Y | +96.2% | -11.8% | +108.0% | +98.1% |
| 3Y | +267.9% | -36.7% | +304.6% | +290.1% |
| 5Y | +327.7% | -40.3% | +367.9% | +353.4% |
| 10Y | +1,764.6% | -37.0% | +1,801.6% | +1,759.1% |
| All | +1,253.2% | +136.9% | +1,116.3% | +976.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling