+339.4%
SMH vs CASY
+274.3%
+65.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.9% |
| 7D | +5.2% | -4.4% | +9.6% | +6.4% |
| 30D | -1.5% | -12.0% | +10.5% | +1.5% |
| 3M | -4.1% | -2.3% | -1.7% | -5.5% |
| 6M | +50.8% | +10.5% | +40.2% | +42.3% |
| YTD | +59.3% | +33.0% | +26.3% | +41.0% |
| 1Y | +94.1% | +41.1% | +53.0% | +67.2% |
| 3Y | +286.7% | +207.5% | +79.2% | +140.0% |
| 5Y | +339.4% | +290.7% | +48.7% | +135.9% |
| All | +339.4% | +274.3% | +65.1% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling