+43.4%
SMH vs CAI
+12.6%
+30.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.9% | -2.8% |
| 7D | -11.2% | -6.3% | -4.9% | -10.6% |
| 30D | -20.4% | +9.3% | -29.8% | -20.9% |
| 3M | -12.4% | +106.3% | -118.7% | -18.1% |
| 6M | -0.5% | +77.7% | -78.2% | -6.2% |
| YTD | +40.0% | +23.1% | +16.9% | +37.9% |
| 1Y | +43.4% | +6.5% | +36.9% | +43.0% |
| All | +43.4% | +12.6% | +30.8% | +43.0% |
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