+96.2%
SMH vs CDE
+54.5%
+41.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.0% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | -0.5% | +21.9% | -22.3% | -5.5% |
| 3M | -9.6% | +14.9% | -24.6% | -13.7% |
| 6M | +42.1% | -10.5% | +52.6% | +39.8% |
| YTD | +57.4% | +19.3% | +38.2% | +46.6% |
| 1Y | +96.2% | +50.8% | +45.4% | +77.4% |
| All | +96.2% | +54.5% | +41.7% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 1y: compounded portfolio wealth divided by compounded CDE 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…
1y analysis · Full analysis span regression · 6 months rolling