+96.2%
SMH vs CAI
-31.3%
+127.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | +2.5% | -2.2% | +4.7% | +2.7% |
| 30D | -0.5% | +52.4% | -52.9% | -4.5% |
| 3M | -9.6% | +45.1% | -54.7% | -12.9% |
| 6M | +42.1% | +26.2% | +15.8% | +37.5% |
| YTD | +57.4% | -7.1% | +64.5% | +57.7% |
| 1Y | +96.2% | -31.0% | +127.3% | +104.7% |
| All | +96.2% | -31.3% | +127.5% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling