+1,253.2%
SMH vs CASY
+7,632.1%
-6,378.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | -0.5% | -11.3% | +10.9% | +3.6% |
| 3M | -9.6% | -0.6% | -9.0% | -11.4% |
| 6M | +42.1% | +10.7% | +31.4% | +33.6% |
| YTD | +57.4% | +37.1% | +20.3% | +36.6% |
| 1Y | +96.2% | +52.3% | +43.9% | +62.8% |
| 3Y | +267.9% | +215.2% | +52.7% | +126.9% |
| 5Y | +327.7% | +276.5% | +51.2% | +144.0% |
| 10Y | +1,764.6% | +508.4% | +1,256.3% | +748.1% |
| All | +1,253.2% | +7,632.1% | -6,378.9% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling