+117.2%
SMH vs CAI
-9.9%
+127.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.4% |
| 7D | +0.3% | -2.9% | +3.2% | +0.5% |
| 30D | -2.8% | +9.3% | -12.1% | -3.5% |
| 3M | -6.7% | +35.2% | -41.9% | -9.4% |
| 6M | +41.8% | +30.7% | +11.0% | +36.9% |
| YTD | +57.9% | -9.8% | +67.7% | +57.5% |
| 1Y | +87.6% | -28.9% | +116.5% | +89.5% |
| All | +117.2% | -9.9% | +127.0% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling