+93.4%
SMH vs CASY
+22.7%
+70.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.2% | +14.3% | -0.6% |
| 7D | +4.3% | -16.5% | +20.9% | +3.4% |
| 30D | +0.9% | -26.4% | +27.2% | -0.6% |
| 3M | -2.8% | -17.3% | +14.5% | -4.2% |
| 6M | +45.6% | -5.2% | +50.8% | +43.6% |
| YTD | +59.5% | +14.1% | +45.4% | +61.9% |
| 1Y | +93.4% | +16.6% | +76.8% | +100.7% |
| All | +93.4% | +22.7% | +70.7% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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