+1,054.2%
SMH vs CB
+2,014.6%
-960.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.4% |
| 7D | -6.7% | +0.7% | -7.4% | -7.0% |
| 30D | -19.8% | +8.2% | -28.0% | -22.4% |
| 3M | -15.1% | +6.3% | -21.4% | -17.5% |
| 6M | -14.6% | +16.2% | -30.8% | -20.9% |
| YTD | +34.3% | +19.3% | +15.0% | +22.4% |
| 1Y | +35.2% | +29.2% | +6.0% | +19.2% |
| 3Y | +211.7% | +71.4% | +140.2% | +139.1% |
| 5Y | +240.5% | +104.2% | +136.2% | +140.4% |
| 10Y | +1,487.3% | +246.7% | +1,240.7% | +766.2% |
| All | +1,054.2% | +2,014.6% | -960.4% | +181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling