+3,441.4%
SMH vs CBRE
+2,234.5%
+1,206.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | +2.5% | -2.0% | +4.5% | +3.0% |
| 30D | -0.5% | -2.2% | +1.7% | -0.1% |
| 3M | -9.6% | +12.9% | -22.5% | -13.3% |
| 6M | +42.1% | +4.3% | +37.8% | +39.0% |
| YTD | +57.4% | -8.0% | +65.5% | +58.6% |
| 1Y | +96.2% | -8.6% | +104.8% | +97.5% |
| 3Y | +267.9% | +71.9% | +196.0% | +208.9% |
| 5Y | +327.7% | +50.0% | +277.7% | +272.9% |
| 10Y | +1,764.6% | +390.1% | +1,374.6% | +1,083.8% |
| All | +3,441.4% | +2,234.5% | +1,206.9% | +992.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling