+1,475.7%
SMH vs CB
+250.2%
+1,225.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.3% |
| 7D | +4.9% | +2.9% | +2.0% | +4.0% |
| 30D | -13.8% | +7.3% | -21.1% | -15.8% |
| 3M | -17.4% | +9.4% | -26.8% | -20.0% |
| 6M | -15.0% | +19.6% | -34.6% | -21.0% |
| YTD | +35.2% | +21.5% | +13.7% | +24.0% |
| 1Y | +41.6% | +28.0% | +13.6% | +27.1% |
| 3Y | +215.6% | +74.9% | +140.8% | +141.2% |
| 5Y | +233.2% | +108.1% | +125.1% | +131.9% |
| All | +1,475.7% | +250.2% | +1,225.5% | +775.5% |
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