+1,237.1%
SMH vs CDE
-20.5%
+1,257.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -2.1% |
| 7D | +1.4% | -6.1% | +7.4% | +2.0% |
| 30D | -2.2% | +9.5% | -11.7% | -3.1% |
| 3M | -1.9% | +32.0% | -33.9% | -4.6% |
| 6M | +41.0% | -12.8% | +53.8% | +41.9% |
| YTD | +55.6% | +14.2% | +41.4% | +52.1% |
| 1Y | +86.8% | +36.3% | +50.5% | +78.9% |
| 3Y | +277.7% | +821.4% | -543.7% | +199.4% |
| 5Y | +324.2% | +194.3% | +129.9% | +257.7% |
| 10Y | +1,828.6% | +53.2% | +1,775.4% | +1,478.9% |
| All | +1,237.1% | -20.5% | +1,257.7% | +909.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling