+1,789.8%
SMH vs CB
+225.2%
+1,564.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | +1.4% | -2.8% | +4.1% | +2.2% |
| 30D | -2.2% | -2.4% | +0.2% | -1.6% |
| 3M | -1.9% | +2.8% | -4.6% | -3.7% |
| 6M | +41.0% | +4.8% | +36.2% | +36.7% |
| YTD | +55.6% | +9.2% | +46.4% | +48.0% |
| 1Y | +86.8% | +22.8% | +64.0% | +68.9% |
| 3Y | +277.7% | +71.1% | +206.5% | +187.4% |
| 5Y | +324.2% | +101.0% | +223.2% | +196.0% |
| All | +1,789.8% | +225.2% | +1,564.6% | +950.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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