+2,940.1%
SMH vs CBRE
+2,001.9%
+938.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | +4.9% | -1.8% | +6.7% | +5.4% |
| 30D | -13.8% | +3.3% | -17.1% | -14.8% |
| 3M | -17.4% | -12.4% | -5.0% | -14.9% |
| 6M | -15.0% | -5.4% | -9.6% | -14.8% |
| YTD | +35.2% | -17.2% | +52.4% | +39.6% |
| 1Y | +41.6% | -13.1% | +54.7% | +44.2% |
| 3Y | +215.6% | +81.6% | +134.1% | +160.5% |
| 5Y | +233.2% | +26.4% | +206.8% | +203.1% |
| 10Y | +1,458.7% | +381.6% | +1,077.1% | +895.5% |
| All | +2,940.1% | +2,001.9% | +938.2% | +861.7% |
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