+1,253.2%
SMH vs CB
+1,851.0%
-597.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.3% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | -0.5% | -3.1% | +2.6% | +0.6% |
| 3M | -9.6% | +9.0% | -18.6% | -13.7% |
| 6M | +42.1% | +2.9% | +39.2% | +38.3% |
| YTD | +57.4% | +10.1% | +47.3% | +48.6% |
| 1Y | +96.2% | +22.8% | +73.4% | +76.5% |
| 3Y | +267.9% | +73.8% | +194.1% | +180.5% |
| 5Y | +327.7% | +99.2% | +228.5% | +205.2% |
| 10Y | +1,764.6% | +218.2% | +1,546.4% | +955.1% |
| All | +1,253.2% | +1,851.0% | -597.8% | +242.3% |
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 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