+41.0%
SMH vs CDE
-12.2%
+53.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.4% |
| 7D | +1.4% | -6.1% | +7.4% | +3.4% |
| 30D | -2.2% | +9.5% | -11.7% | -5.4% |
| 3M | -1.9% | +32.0% | -33.9% | -12.9% |
| 6M | +41.0% | -12.8% | +53.8% | +42.0% |
| All | +41.0% | -12.2% | +53.2% | +42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling