+308.9%
SMH vs CEG
+678.4%
-369.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.3% | -4.8% | +5.0% | +1.9% |
| 30D | -2.8% | +2.3% | -5.1% | -3.6% |
| 3M | -6.7% | +15.6% | -22.3% | -11.1% |
| 6M | +41.8% | -5.0% | +46.8% | +42.5% |
| YTD | +57.9% | -19.0% | +76.9% | +65.8% |
| 1Y | +87.6% | -10.0% | +97.6% | +89.7% |
| 3Y | +282.9% | +163.9% | +119.0% | +162.2% |
| All | +308.9% | +678.4% | -369.6% | +137.8% |
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