+1,789.8%
SMH vs CCJ
+1,074.4%
+715.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.5% | -1.6% |
| 7D | +1.4% | -3.2% | +4.6% | +2.3% |
| 30D | -2.2% | -1.3% | -0.9% | -2.0% |
| 3M | -1.9% | +2.5% | -4.4% | -2.6% |
| 6M | +41.0% | -18.9% | +59.9% | +48.4% |
| YTD | +55.6% | +6.5% | +49.1% | +51.8% |
| 1Y | +86.8% | +22.8% | +64.0% | +73.1% |
| 3Y | +277.7% | +164.5% | +113.2% | +178.8% |
| 5Y | +324.2% | +303.7% | +20.4% | +172.7% |
| All | +1,789.8% | +1,074.4% | +715.4% | +864.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling