+250.1%
SMH vs CEG
+666.0%
-415.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | +4.9% | +12.1% | -7.2% | +1.0% |
| 30D | -13.8% | +0.2% | -14.0% | -13.9% |
| 3M | -17.4% | +0.7% | -18.1% | -18.0% |
| 6M | -15.0% | +2.2% | -17.2% | -16.2% |
| YTD | +35.2% | -20.3% | +55.5% | +42.0% |
| 1Y | +41.6% | -16.1% | +57.7% | +46.1% |
| 3Y | +215.6% | +134.7% | +81.0% | +123.5% |
| All | +250.1% | +666.0% | -415.9% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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