+286.7%
SMH vs CASY
+209.8%
+76.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.6% |
| 7D | +5.2% | -4.4% | +9.6% | +5.9% |
| 30D | -1.5% | -12.0% | +10.5% | +0.3% |
| 3M | -4.1% | -2.3% | -1.7% | -5.2% |
| 6M | +50.8% | +10.5% | +40.2% | +44.2% |
| YTD | +59.3% | +33.0% | +26.3% | +45.3% |
| 1Y | +94.1% | +41.1% | +53.0% | +73.3% |
| 3Y | +286.7% | +207.5% | +79.2% | +194.9% |
| All | +286.7% | +209.8% | +76.9% | +194.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling