+216.7%
SMH vs CB
+101.1%
+115.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +3.7% |
| 7D | -11.2% | +0.2% | -11.4% | -11.2% |
| 30D | -25.8% | +9.1% | -34.8% | -26.0% |
| 3M | -18.8% | +3.4% | -22.2% | -18.9% |
| 6M | -15.6% | +14.1% | -29.7% | -16.9% |
| YTD | +28.8% | +18.0% | +10.8% | +25.5% |
| 1Y | +32.6% | +30.1% | +2.4% | +25.9% |
| 3Y | +213.6% | +71.8% | +141.9% | +160.8% |
| All | +216.7% | +101.1% | +115.6% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling