+339.4%
SMH vs CB
+98.8%
+240.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | +5.2% | -0.6% | +5.8% | +5.3% |
| 30D | -1.5% | -3.9% | +2.4% | -1.3% |
| 3M | -4.1% | +4.9% | -9.0% | -5.2% |
| 6M | +50.8% | +3.3% | +47.5% | +49.2% |
| YTD | +59.3% | +8.5% | +50.8% | +55.7% |
| 1Y | +94.1% | +22.1% | +72.0% | +83.7% |
| 3Y | +286.7% | +70.1% | +216.6% | +212.4% |
| 5Y | +339.4% | +97.4% | +242.0% | +233.0% |
| All | +339.4% | +98.8% | +240.6% | +233.0% |
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