+334.8%
SMH vs CCJ
+339.7%
-4.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +4.3% | +4.2% | +0.1% | +2.9% |
| 30D | +0.9% | +3.2% | -2.3% | -0.4% |
| 3M | -2.8% | -1.8% | -1.0% | -2.5% |
| 6M | +45.6% | -13.5% | +59.2% | +51.3% |
| YTD | +59.5% | +9.7% | +49.7% | +52.9% |
| 1Y | +93.4% | +30.0% | +63.4% | +72.5% |
| 3Y | +287.1% | +172.6% | +114.5% | +160.6% |
| All | +334.8% | +339.7% | -4.9% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling