+338.0%
SMH vs CBRE
+42.7%
+295.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.9% |
| 7D | +4.3% | -1.7% | +6.0% | +5.0% |
| 30D | +0.9% | -3.0% | +3.8% | +1.6% |
| 3M | -2.8% | +2.6% | -5.5% | -5.7% |
| 6M | +45.6% | +2.0% | +43.6% | +40.9% |
| YTD | +59.5% | -13.1% | +72.6% | +65.7% |
| 1Y | +93.4% | -13.8% | +107.3% | +100.8% |
| 3Y | +287.1% | +63.9% | +223.2% | +162.4% |
| 5Y | +338.0% | +42.3% | +295.7% | +220.4% |
| All | +338.0% | +42.7% | +295.4% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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